+317.7%
USFD vs FWONK
+420.4%
-102.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | -3.0% | -6.2% | +3.2% | 0.0% |
| 30D | +3.5% | -0.6% | +4.1% | +3.7% |
| 3M | +26.6% | +11.1% | +15.5% | +20.0% |
| 6M | +11.7% | +11.7% | 0.0% | +4.7% |
| YTD | +38.1% | -3.1% | +41.2% | +38.4% |
| 1Y | +33.4% | -4.2% | +37.6% | +33.9% |
| 3Y | +155.8% | +38.3% | +117.5% | +106.0% |
| 5Y | +214.0% | +92.2% | +121.9% | +105.8% |
| 10Y | +320.4% | +355.4% | -35.0% | +105.3% |
| All | +317.7% | +420.4% | -102.8% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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