+892.2%
WULF vs USFD
+162.9%
+729.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.9% | +9.1% | +8.9% |
| 7D | +21.9% | -3.3% | +25.3% | +25.0% |
| 30D | +4.6% | -5.3% | +9.9% | +9.0% |
| 3M | -30.9% | +18.8% | -49.7% | -43.4% |
| 6M | +29.9% | +14.3% | +15.6% | +10.1% |
| YTD | +55.4% | +36.9% | +18.6% | +6.1% |
| 1Y | +94.1% | +31.7% | +62.4% | +38.8% |
| 3Y | +892.2% | +164.5% | +727.8% | +226.5% |
| All | +892.2% | +162.9% | +729.3% | +226.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling