+371.2%
USFD vs WCN
+302.6%
+68.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.8% |
| 7D | +3.9% | +1.2% | +2.7% | +3.4% |
| 30D | +12.8% | +24.6% | -11.7% | +0.3% |
| 3M | +1.0% | +14.2% | -13.2% | -6.1% |
| 6M | +30.3% | +25.7% | +4.6% | +14.9% |
| YTD | +46.0% | +9.3% | +36.7% | +36.9% |
| 1Y | +49.6% | +15.3% | +34.3% | +35.6% |
| 3Y | +166.3% | +48.6% | +117.7% | +101.0% |
| 5Y | +208.4% | +46.9% | +161.5% | +130.9% |
| 10Y | +371.2% | +298.1% | +73.1% | +118.0% |
| All | +371.2% | +302.6% | +68.6% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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