+236.4%
WULF vs SPYM
+820.0%
-583.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.8% |
| 7D | +15.6% | -0.4% | +15.9% | +15.9% |
| 30D | +5.7% | -1.4% | +7.1% | +6.8% |
| 3M | -32.3% | +3.7% | -36.0% | -33.7% |
| 6M | +23.7% | +13.0% | +10.6% | +15.2% |
| YTD | +49.1% | +12.5% | +36.6% | +40.2% |
| 1Y | +66.3% | +18.6% | +47.7% | +51.8% |
| 3Y | +851.7% | +78.0% | +773.6% | +645.1% |
| 5Y | -30.9% | +82.3% | -113.2% | -45.7% |
| 10Y | +86.9% | +322.9% | -235.9% | +19.7% |
| All | +236.4% | +820.0% | -583.5% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling