-45.4%
WULF vs USFD
+29.8%
-75.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.1% |
| 7D | +11.0% | +1.7% | +9.3% | +11.8% |
| 30D | +9.4% | +10.2% | -0.8% | +15.6% |
| 3M | -22.6% | -1.5% | -21.1% | -27.4% |
| 6M | -45.4% | +27.3% | -72.8% | -43.5% |
| All | -45.4% | +29.8% | -75.2% | -43.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling