+878.9%
WULF vs SPYM
+77.4%
+801.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +0.9% |
| 7D | +1.4% | -0.8% | +2.2% | +4.1% |
| 30D | -2.6% | -1.1% | -1.5% | +1.1% |
| 3M | -34.0% | +3.9% | -37.8% | -41.5% |
| 6M | +10.0% | +13.6% | -3.6% | -25.2% |
| YTD | +45.7% | +12.7% | +33.0% | +3.5% |
| 1Y | +57.3% | +17.6% | +39.7% | -1.7% |
| 3Y | +878.9% | +77.2% | +801.7% | +125.2% |
| All | +878.9% | +77.4% | +801.5% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling