+76.1%
WULF vs USFD
+310.2%
-234.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -5.3% |
| 7D | -0.6% | -8.0% | +7.4% | +2.2% |
| 30D | -3.6% | -13.1% | +9.4% | +0.8% |
| 3M | -30.4% | +6.5% | -36.9% | -32.7% |
| 6M | +12.5% | +5.7% | +6.7% | +9.0% |
| YTD | +40.5% | +27.5% | +12.9% | +27.8% |
| 1Y | +53.0% | +23.4% | +29.5% | +41.1% |
| 3Y | +796.7% | +146.4% | +650.2% | +590.1% |
| 5Y | -30.9% | +196.8% | -227.6% | -48.2% |
| All | +76.1% | +310.2% | -234.0% | +34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling