+359.6%
USFD vs WCN
+318.3%
+41.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | +12.3% | +25.3% | -13.0% | -0.5% |
| 3M | -0.7% | +15.4% | -16.1% | -8.2% |
| 6M | +31.3% | +27.8% | +3.4% | +14.7% |
| YTD | +45.7% | +10.6% | +35.2% | +35.8% |
| 1Y | +52.1% | +15.8% | +36.4% | +37.6% |
| 3Y | +158.2% | +50.3% | +108.0% | +93.5% |
| 5Y | +213.8% | +46.9% | +166.8% | +135.0% |
| All | +359.6% | +318.3% | +41.3% | +96.5% |
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