+34.7%
WULF vs USFD
+359.9%
-325.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +11.0% | +1.7% | +9.3% | +10.5% |
| 30D | +9.4% | +10.2% | -0.8% | +5.4% |
| 3M | -22.6% | -1.5% | -21.1% | -22.6% |
| 6M | -45.4% | +27.3% | -72.8% | -50.5% |
| YTD | +9.8% | +44.0% | -34.2% | -4.4% |
| 1Y | +8.0% | +50.4% | -42.3% | -7.0% |
| 3Y | +1,149.5% | +153.6% | +995.9% | +840.4% |
| 5Y | -55.6% | +219.0% | -274.6% | -68.0% |
| All | +34.7% | +359.9% | -325.2% | -6.9% |
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