+1,181.6%
WULF vs USFD
+163.9%
+1,017.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +0.2% | +8.4% | -8.1% | -5.1% |
| 30D | -8.8% | +12.7% | -21.5% | -17.2% |
| 3M | -22.5% | +1.1% | -23.6% | -23.7% |
| 6M | -46.3% | +30.2% | -76.5% | -59.2% |
| YTD | +9.3% | +45.8% | -36.5% | -28.5% |
| 1Y | -12.2% | +51.9% | -64.1% | -44.7% |
| 3Y | +1,181.6% | +158.5% | +1,023.2% | +538.5% |
| All | +1,181.6% | +163.9% | +1,017.8% | +538.5% |
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