+37.1%
WULF vs USFD
+353.0%
-315.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +0.2% | +8.4% | -8.1% | -2.4% |
| 30D | -8.8% | +12.7% | -21.5% | -12.7% |
| 3M | -22.5% | +1.1% | -23.6% | -23.1% |
| 6M | -46.3% | +30.2% | -76.5% | -51.7% |
| YTD | +9.3% | +45.8% | -36.5% | -5.2% |
| 1Y | -12.2% | +51.9% | -64.1% | -24.6% |
| 3Y | +1,181.6% | +158.5% | +1,023.2% | +859.7% |
| 5Y | -55.4% | +208.0% | -263.5% | -67.8% |
| 10Y | +34.1% | +376.6% | -342.5% | -4.1% |
| All | +37.1% | +353.0% | -315.9% | +1.8% |
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