+82.7%
WULF vs SPYG
+424.6%
-341.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.7% |
| 7D | +1.4% | -0.9% | +2.3% | +2.5% |
| 30D | -2.6% | -1.5% | -1.1% | -0.5% |
| 3M | -34.0% | +3.7% | -37.7% | -36.1% |
| 6M | +10.0% | +16.4% | -6.4% | -5.0% |
| YTD | +45.7% | +13.3% | +32.4% | +31.1% |
| 1Y | +57.3% | +17.9% | +39.5% | +36.9% |
| 3Y | +878.9% | +98.3% | +780.6% | +502.5% |
| 5Y | -28.3% | +86.4% | -114.7% | -55.0% |
| All | +82.7% | +424.6% | -341.9% | +3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling