+80.2%
WULF vs USFD
+329.0%
-248.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +7.6% | -3.0% | +10.6% | +8.6% |
| 30D | -8.6% | +3.5% | -12.2% | -9.8% |
| 3M | -37.0% | +26.6% | -63.5% | -42.5% |
| 6M | +7.4% | +11.7% | -4.3% | +2.4% |
| YTD | +43.7% | +38.1% | +5.6% | +27.4% |
| 1Y | +86.1% | +33.4% | +52.7% | +67.5% |
| 3Y | +733.8% | +155.8% | +578.0% | +532.2% |
| 5Y | -33.6% | +214.0% | -247.6% | -51.4% |
| 10Y | +76.1% | +320.4% | -244.3% | +31.9% |
| All | +80.2% | +329.0% | -248.9% | +36.8% |
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