+371.2%
USFD vs WCC
+492.1%
-120.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.1% | -5.1% | -0.1% |
| 7D | +3.9% | -5.7% | +9.6% | +5.3% |
| 30D | +12.8% | -13.5% | +26.3% | +17.7% |
| 3M | +1.0% | -12.9% | +13.8% | +4.3% |
| 6M | +30.3% | -10.7% | +40.9% | +30.6% |
| YTD | +46.0% | +30.0% | +16.0% | +22.3% |
| 1Y | +49.6% | +24.7% | +24.9% | +27.2% |
| 3Y | +166.3% | +136.6% | +29.7% | +50.5% |
| 5Y | +208.4% | +143.9% | +64.5% | +56.0% |
| 10Y | +371.2% | +465.9% | -94.7% | +2.6% |
| All | +371.2% | +492.1% | -120.8% | +2.6% |
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