-9.4%
WULF vs SYF
+333.7%
-343.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.6% | +9.8% | +8.8% |
| 7D | +21.9% | +2.6% | +19.3% | +20.6% |
| 30D | +4.6% | 0.0% | +4.5% | +4.4% |
| 3M | -30.9% | +11.9% | -42.9% | -34.5% |
| 6M | +29.9% | +18.9% | +11.0% | +20.5% |
| YTD | +55.4% | -4.6% | +60.0% | +56.7% |
| 1Y | +94.1% | +6.4% | +87.8% | +87.9% |
| 3Y | +892.2% | +167.2% | +725.1% | +657.4% |
| 5Y | -26.7% | +92.3% | -119.1% | -42.1% |
| 10Y | +94.0% | +263.2% | -169.2% | +52.6% |
| All | -9.4% | +333.7% | -343.1% | -44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling