+157.8%
USFD vs WCC
+110.7%
+47.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.5% |
| 7D | +3.0% | -14.7% | +17.7% | +4.9% |
| 30D | +11.1% | -20.1% | +31.1% | +14.0% |
| 3M | -0.3% | -21.2% | +20.9% | +2.5% |
| 6M | +15.9% | -19.2% | +35.0% | +18.0% |
| YTD | +41.6% | +20.2% | +21.4% | +32.4% |
| 1Y | +49.4% | +14.5% | +34.9% | +40.9% |
| 3Y | +157.8% | +115.1% | +42.7% | +101.0% |
| All | +157.8% | +110.7% | +47.2% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling