-30.9%
WULF vs SYF
+78.7%
-109.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.3% | -3.6% |
| 7D | -0.6% | -5.5% | +5.0% | +4.6% |
| 30D | -3.6% | -3.9% | +0.2% | -0.5% |
| 3M | -30.4% | +8.9% | -39.3% | -37.0% |
| 6M | +12.5% | +16.2% | -3.7% | -3.7% |
| YTD | +40.5% | -8.4% | +48.9% | +46.6% |
| 1Y | +53.0% | +2.6% | +50.4% | +43.7% |
| 3Y | +796.7% | +156.4% | +640.3% | +321.7% |
| 5Y | -30.9% | +78.2% | -109.1% | -66.0% |
| All | -30.9% | +78.7% | -109.6% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling