+1,654.8%
WULF vs SYY
+2,693.0%
-1,038.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -5.9% |
| 7D | -0.6% | +1.5% | -2.1% | -0.8% |
| 30D | -3.6% | -2.3% | -1.3% | -3.4% |
| 3M | -30.4% | +5.5% | -35.9% | -31.1% |
| 6M | +12.5% | -1.0% | +13.4% | +12.2% |
| YTD | +40.5% | +14.1% | +26.3% | +37.7% |
| 1Y | +53.0% | +5.6% | +47.4% | +51.3% |
| 3Y | +796.7% | +27.9% | +768.8% | +760.4% |
| 5Y | -30.9% | +22.7% | -53.6% | -33.0% |
| 10Y | +76.1% | +113.9% | -37.8% | +59.1% |
| All | +1,654.8% | +2,693.0% | -1,038.2% | +1,213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling