+317.7%
USFD vs WCC
+518.5%
-200.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.2% | -1.9% |
| 7D | -3.0% | +4.5% | -7.5% | -4.8% |
| 30D | +3.5% | -5.8% | +9.3% | +5.6% |
| 3M | +26.6% | -3.7% | +30.2% | +26.0% |
| 6M | +11.7% | +23.1% | -11.4% | -0.9% |
| YTD | +38.1% | +44.2% | -6.0% | +13.6% |
| 1Y | +33.4% | +62.1% | -28.7% | +2.9% |
| 3Y | +155.8% | +121.1% | +34.7% | +55.2% |
| 5Y | +214.0% | +214.0% | +0.1% | +46.1% |
| 10Y | +320.4% | +472.8% | -152.4% | -7.4% |
| All | +317.7% | +518.5% | -200.8% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling