-55.4%
WULF vs USFD
+208.7%
-264.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +0.2% | +8.4% | -8.1% | -6.9% |
| 30D | -8.8% | +12.7% | -21.5% | -19.3% |
| 3M | -22.5% | +1.1% | -23.6% | -24.4% |
| 6M | -46.3% | +30.2% | -76.5% | -60.6% |
| YTD | +9.3% | +45.8% | -36.5% | -30.0% |
| 1Y | -12.2% | +51.9% | -64.1% | -45.7% |
| 3Y | +1,181.6% | +158.5% | +1,023.2% | +368.3% |
| 5Y | -55.4% | +208.0% | -263.5% | -85.6% |
| All | -55.4% | +208.7% | -264.1% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling