According to the Oxford English Dictionary, as quoted by the site below, you hyphenate if the compound adjective is before the noun and don't hyphenate if it is after the noun.
With compound adjectives formed from the adverb well and a participle (e.g., well-known), or from a phrase (e.g., up-to-date), you should use a hyphen (or hyphens) when the compound comes before the noun:
well-known brands of coffee;
an up-to-date account,
but not when the compound comes after the noun:
His music was also well known in England.
Their figures are up to date.
From Oxford Dictionaries via Adverbs and Hyphens by Maeve Maddox for Daily Writing Tips.
In this case the noun is myself and before the adjective, so no hyphen.
In other styles, this may not necessarily hold true. For instance, in APA style, hyphens are discouraged unless they add clarity.