-22.1%
WULF vs SPYM
+14.7%
-36.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.7% | -8.3% | -12.8% |
| 7D | -12.8% | -0.7% | -12.1% | -10.4% |
| 30D | -20.9% | -1.1% | -19.8% | -16.3% |
| 3M | -38.0% | -0.3% | -37.7% | -36.0% |
| 6M | -47.5% | +7.3% | -54.9% | -58.3% |
| YTD | +1.8% | +13.4% | -11.6% | -31.7% |
| 1Y | -22.1% | +14.8% | -36.9% | -49.5% |
| All | -22.1% | +14.7% | -36.8% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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