+32.2%
WULF vs USFR
+27.6%
+4.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +15.6% | +0.1% | +15.5% | +15.6% |
| 30D | +5.7% | +0.3% | +5.5% | +5.8% |
| 3M | -32.3% | +1.0% | -33.3% | -32.2% |
| 6M | +23.7% | +1.9% | +21.7% | +24.1% |
| YTD | +49.1% | +2.7% | +46.4% | +49.7% |
| 1Y | +66.3% | +4.0% | +62.3% | +67.2% |
| 3Y | +851.7% | +14.0% | +837.6% | +875.0% |
| 5Y | -30.9% | +20.4% | -51.3% | -28.6% |
| 10Y | +86.9% | +28.0% | +58.9% | +92.4% |
| All | +32.2% | +27.6% | +4.6% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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