+362.2%
USFD vs WCC
+457.1%
-95.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -1.0% |
| 7D | +3.0% | -14.7% | +17.7% | +8.6% |
| 30D | +11.1% | -20.1% | +31.1% | +19.5% |
| 3M | -0.3% | -21.2% | +20.9% | +7.3% |
| 6M | +15.9% | -19.2% | +35.0% | +21.1% |
| YTD | +41.6% | +20.2% | +21.4% | +22.5% |
| 1Y | +49.4% | +14.5% | +34.9% | +31.5% |
| 3Y | +157.8% | +115.1% | +42.7% | +51.9% |
| 5Y | +176.6% | +121.5% | +55.1% | +46.2% |
| All | +362.2% | +457.1% | -95.0% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling