+82.7%
WULF vs SYF
+258.4%
-175.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.4% |
| 7D | +1.4% | -4.9% | +6.3% | +3.7% |
| 30D | -2.6% | -4.3% | +1.7% | -0.8% |
| 3M | -34.0% | +5.5% | -39.5% | -36.1% |
| 6M | +10.0% | +17.5% | -7.5% | +2.1% |
| YTD | +45.7% | -7.8% | +53.5% | +49.2% |
| 1Y | +57.3% | +1.6% | +55.7% | +55.0% |
| 3Y | +878.9% | +154.8% | +724.1% | +643.7% |
| 5Y | -28.3% | +79.5% | -107.8% | -43.5% |
| All | +82.7% | +258.4% | -175.7% | +45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling