+86.1%
WULF vs USFD
+34.2%
+51.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +7.6% | -3.0% | +10.6% | +8.7% |
| 30D | -8.6% | +3.5% | -12.2% | -9.9% |
| 3M | -37.0% | +26.6% | -63.5% | -48.2% |
| 6M | +7.4% | +11.7% | -4.3% | -2.1% |
| YTD | +43.7% | +38.1% | +5.6% | -0.5% |
| 1Y | +86.1% | +33.4% | +52.7% | +32.2% |
| All | +86.1% | +34.2% | +51.9% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling