+522.5%
WULF vs SPYG
+553.6%
-31.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -4.9% | -5.3% |
| 7D | -0.6% | -1.8% | +1.3% | +0.5% |
| 30D | -3.6% | -1.9% | -1.7% | -2.4% |
| 3M | -30.4% | +5.2% | -35.6% | -31.8% |
| 6M | +12.5% | +15.6% | -3.1% | +6.0% |
| YTD | +40.5% | +12.4% | +28.1% | +35.0% |
| 1Y | +53.0% | +17.5% | +35.5% | +44.7% |
| 3Y | +796.7% | +98.1% | +698.6% | +628.2% |
| 5Y | -30.9% | +84.9% | -115.8% | -42.1% |
| 10Y | +76.1% | +417.7% | -341.6% | +20.7% |
| All | +522.5% | +553.6% | -31.1% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling