+42.3%
WULF vs USFD
+346.4%
-304.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | +29.4% | +1.3% | +28.1% | +28.9% |
| 30D | -1.3% | +10.6% | -11.8% | -4.9% |
| 3M | -24.1% | -2.4% | -21.7% | -23.9% |
| 6M | -42.8% | +28.9% | -71.7% | -48.4% |
| YTD | +13.5% | +43.7% | -30.2% | -1.1% |
| 1Y | +3.2% | +48.5% | -45.3% | -10.8% |
| 3Y | +1,230.6% | +154.7% | +1,075.9% | +901.0% |
| 5Y | -54.1% | +218.4% | -272.5% | -66.8% |
| 10Y | +39.2% | +360.6% | -321.5% | +0.6% |
| All | +42.3% | +346.4% | -304.1% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling