+86.1%
WULF vs SPYG
+22.6%
+63.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +2.1% |
| 7D | +7.6% | +0.4% | +7.2% | +6.8% |
| 30D | -8.6% | -0.4% | -8.2% | -7.3% |
| 3M | -37.0% | +0.5% | -37.5% | -37.0% |
| 6M | +7.4% | +17.5% | -10.0% | -25.5% |
| YTD | +43.7% | +14.3% | +29.3% | +6.3% |
| 1Y | +86.1% | +21.7% | +64.4% | +34.2% |
| All | +86.1% | +22.6% | +63.5% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling