-24.7%
WULF vs SYY
+23.4%
-48.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.3% |
| 7D | +1.4% | +3.9% | -2.6% | -0.2% |
| 30D | -2.6% | -1.7% | -0.9% | -2.1% |
| 3M | -34.0% | +5.2% | -39.1% | -36.0% |
| 6M | +10.0% | -0.2% | +10.2% | +8.6% |
| YTD | +45.7% | +15.4% | +30.3% | +36.0% |
| 1Y | +57.3% | +5.6% | +51.7% | +51.6% |
| 3Y | +878.9% | +28.9% | +850.1% | +722.0% |
| All | -24.7% | +23.4% | -48.1% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling