+878.9%
WULF vs SYY
+29.1%
+849.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.5% |
| 7D | +1.4% | +3.9% | -2.6% | +0.6% |
| 30D | -2.6% | -1.7% | -0.9% | -2.3% |
| 3M | -34.0% | +5.2% | -39.1% | -35.3% |
| 6M | +10.0% | -0.2% | +10.2% | +8.8% |
| YTD | +45.7% | +15.4% | +30.3% | +40.9% |
| 1Y | +57.3% | +5.6% | +51.7% | +53.9% |
| 3Y | +878.9% | +28.9% | +850.1% | +690.9% |
| All | +878.9% | +29.1% | +849.8% | +690.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3y: compounded portfolio wealth divided by compounded SYY 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…
3y analysis · Full analysis span regression · 6 months rolling