Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in US, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Sep 4, 2025, corresponding to the inception date of WPAY
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio US | -0.45% | -3.30% | -5.17% | -11.04% | — | — | — | — |
| Portfolio components: | ||||||||
SPYI NEOS S&P 500 High Income ETF | 0.15% | -2.84% | -2.44% | 0.76% | 16.34% | 14.35% | — | — |
QQQI NEOS Nasdaq-100 High Income ETF | 0.14% | -2.23% | -3.32% | -1.12% | 20.78% | — | — | — |
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF | -1.12% | -4.44% | -4.99% | -1.19% | 19.14% | — | — | — |
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | -0.89% | -4.30% | -3.30% | -0.04% | 12.40% | — | — | — |
RDTE Roundhill Small Cap 0DTE Covered Call Strategy ETF | -0.59% | -3.86% | 0.39% | 0.46% | 16.73% | — | — | — |
WPAY Roundhill WeeklyPay™ Universe ETF | -1.58% | -2.45% | -10.65% | -21.06% | — | — | — | — |
MSTY YieldMax™ MSTR Option Income Strategy ETF | -1.82% | -6.59% | -16.31% | -57.99% | -54.00% | — | — | — |
NVDY YieldMax NVDA Option Income Strategy ETF | 0.50% | 0.56% | -0.43% | 0.97% | 53.75% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 5, 2025, US's average daily return is -0.04%, while the average monthly return is -0.85%.
Historically, 50% of months were positive and 50% were negative. The best month was Sep 2025 with a return of +3.2%, while the worst month was Nov 2025 at -5.7%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.
On a daily basis, US closed higher 55% of trading days. The best single day was Feb 6, 2026 with a return of +4.9%, while the worst single day was Oct 10, 2025 at -3.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.16% | -2.87% | -3.54% | 0.06% | -5.17% | ||||||||
| 2025 | 3.23% | 1.67% | -5.65% | -0.85% | -1.81% |
Benchmark Metrics
US has an annualized alpha of -13.51%, beta of 1.36, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since September 05, 2025.
- This portfolio participated in 117.10% of S&P 500 Index downside but only 2.97% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -13.51% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -13.51%
- Beta
- 1.36
- R²
- 0.79
- Upside Capture
- 2.97%
- Downside Capture
- 117.10%
Expense Ratio
US has an expense ratio of 0.90%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SPYI NEOS S&P 500 High Income ETF | 58 | 1.01 | 1.53 | 1.26 | 1.54 | 7.96 |
QQQI NEOS Nasdaq-100 High Income ETF | 62 | 1.06 | 1.64 | 1.25 | 1.88 | 8.37 |
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF | 47 | 0.99 | 1.35 | 1.20 | 1.40 | 5.30 |
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | 36 | 0.81 | 1.09 | 1.17 | 1.00 | 4.06 |
RDTE Roundhill Small Cap 0DTE Covered Call Strategy ETF | 39 | 0.85 | 1.20 | 1.16 | 1.25 | 4.45 |
WPAY Roundhill WeeklyPay™ Universe ETF | — | — | — | — | — | — |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 1 | -0.85 | -1.28 | 0.85 | -0.74 | -1.31 |
NVDY YieldMax NVDA Option Income Strategy ETF | 82 | 1.67 | 2.21 | 1.30 | 3.92 | 10.16 |
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Dividends
Dividend yield
US provided a 74.33% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
| Portfolio | 74.33% | 70.45% | 34.53% | 4.29% | 0.51% |
| Portfolio components: | |||||
SPYI NEOS S&P 500 High Income ETF | 12.41% | 11.70% | 12.04% | 12.01% | 4.10% |
QQQI NEOS Nasdaq-100 High Income ETF | 14.88% | 13.82% | 12.85% | 0.00% | 0.00% |
QDTE Roundhill ETF Trust - Roundhill N-100 0DTE Covered Call Strategy ETF | 51.75% | 49.49% | 32.09% | 0.00% | 0.00% |
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | 39.08% | 39.16% | 20.35% | 0.00% | 0.00% |
RDTE Roundhill Small Cap 0DTE Covered Call Strategy ETF | 51.81% | 50.16% | 10.70% | 0.00% | 0.00% |
WPAY Roundhill WeeklyPay™ Universe ETF | 36.55% | 21.51% | 0.00% | 0.00% | 0.00% |
MSTY YieldMax™ MSTR Option Income Strategy ETF | 314.69% | 294.61% | 104.56% | 0.00% | 0.00% |
NVDY YieldMax NVDA Option Income Strategy ETF | 73.45% | 83.10% | 83.65% | 22.32% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the US. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the US was 14.34%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current US drawdown is 11.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.34% | Oct 30, 2025 | 103 | Mar 30, 2026 | — | — | — |
| -4.2% | Oct 7, 2025 | 4 | Oct 10, 2025 | 11 | Oct 27, 2025 | 15 |
| -2.59% | Sep 23, 2025 | 3 | Sep 25, 2025 | 4 | Oct 1, 2025 | 7 |
| -0.48% | Sep 17, 2025 | 1 | Sep 17, 2025 | 1 | Sep 18, 2025 | 2 |
| -0.12% | Oct 3, 2025 | 1 | Oct 3, 2025 | 1 | Oct 6, 2025 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | MSTY | NVDY | RDTE | WPAY | QDTE | SPYI | XDTE | QQQI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.48 | 0.61 | 0.77 | 0.74 | 0.92 | 0.99 | 0.97 | 0.95 | 0.85 |
| MSTY | 0.48 | 1.00 | 0.34 | 0.51 | 0.69 | 0.48 | 0.47 | 0.47 | 0.50 | 0.80 |
| NVDY | 0.61 | 0.34 | 1.00 | 0.34 | 0.56 | 0.65 | 0.60 | 0.59 | 0.66 | 0.68 |
| RDTE | 0.77 | 0.51 | 0.34 | 1.00 | 0.58 | 0.70 | 0.77 | 0.79 | 0.71 | 0.73 |
| WPAY | 0.74 | 0.69 | 0.56 | 0.58 | 1.00 | 0.77 | 0.73 | 0.73 | 0.77 | 0.89 |
| QDTE | 0.92 | 0.48 | 0.65 | 0.70 | 0.77 | 1.00 | 0.91 | 0.94 | 0.97 | 0.86 |
| SPYI | 0.99 | 0.47 | 0.60 | 0.77 | 0.73 | 0.91 | 1.00 | 0.97 | 0.95 | 0.84 |
| XDTE | 0.97 | 0.47 | 0.59 | 0.79 | 0.73 | 0.94 | 0.97 | 1.00 | 0.93 | 0.85 |
| QQQI | 0.95 | 0.50 | 0.66 | 0.71 | 0.77 | 0.97 | 0.95 | 0.93 | 1.00 | 0.87 |
| Portfolio | 0.85 | 0.80 | 0.68 | 0.73 | 0.89 | 0.86 | 0.84 | 0.85 | 0.87 | 1.00 |