-22.1%
WULF vs SYF
+4.2%
-26.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.5% |
| 7D | -12.8% | -0.4% | -12.4% | -12.9% |
| 30D | -20.9% | +4.4% | -25.3% | -22.7% |
| 3M | -38.0% | -4.7% | -33.3% | -36.8% |
| 6M | -47.5% | +1.9% | -49.4% | -48.6% |
| YTD | +1.8% | -8.9% | +10.8% | -1.0% |
| 1Y | -22.1% | +4.1% | -26.1% | -37.1% |
| All | -22.1% | +4.2% | -26.3% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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