-24.7%
WULF vs SPYG
+85.2%
-110.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +2.0% |
| 7D | +1.4% | -0.9% | +2.3% | +3.4% |
| 30D | -2.6% | -1.5% | -1.1% | +1.0% |
| 3M | -34.0% | +3.7% | -37.7% | -38.1% |
| 6M | +10.0% | +16.4% | -6.4% | -16.9% |
| YTD | +45.7% | +13.3% | +32.4% | +18.1% |
| 1Y | +57.3% | +17.9% | +39.5% | +19.1% |
| 3Y | +878.9% | +98.3% | +780.6% | +243.4% |
| All | -24.7% | +85.2% | -110.0% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling