+53.0%
WULF vs USFD
+23.2%
+29.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -5.2% |
| 7D | -0.6% | -8.0% | +7.4% | +2.6% |
| 30D | -3.6% | -13.1% | +9.4% | +1.6% |
| 3M | -30.4% | +6.5% | -36.9% | -36.3% |
| 6M | +12.5% | +5.7% | +6.7% | +3.1% |
| YTD | +40.5% | +27.5% | +12.9% | -0.5% |
| 1Y | +53.0% | +23.4% | +29.5% | +11.6% |
| All | +53.0% | +23.2% | +29.8% | +11.6% |
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