+86.1%
WULF vs SPYM
+20.9%
+65.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +3.0% |
| 7D | +7.6% | +0.1% | +7.4% | +7.4% |
| 30D | -8.6% | +0.1% | -8.7% | -8.9% |
| 3M | -37.0% | +2.0% | -39.0% | -40.5% |
| 6M | +7.4% | +13.1% | -5.6% | -25.8% |
| YTD | +43.7% | +13.6% | +30.1% | -1.3% |
| 1Y | +86.1% | +20.1% | +66.1% | +23.7% |
| All | +86.1% | +20.9% | +65.2% | +23.7% |
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