+214.3%
USFD vs WCC
+139.9%
+74.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +0.6% |
| 7D | +1.7% | +9.9% | -8.3% | -0.7% |
| 30D | +10.2% | -8.4% | +18.6% | +11.5% |
| 3M | -1.5% | -10.3% | +8.8% | -0.1% |
| 6M | +27.3% | -10.5% | +37.8% | +27.9% |
| YTD | +44.0% | +32.2% | +11.8% | +27.6% |
| 1Y | +50.4% | +25.5% | +24.8% | +35.1% |
| 3Y | +153.6% | +134.7% | +18.9% | +71.2% |
| All | +214.3% | +139.9% | +74.3% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling