+52.1%
USFD vs WCN
+16.1%
+35.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | +3.9% | +1.2% | +2.7% | +3.8% |
| 30D | +12.8% | +24.6% | -11.7% | +12.7% |
| 3M | +1.0% | +14.2% | -13.2% | +0.2% |
| 6M | +30.3% | +25.7% | +4.6% | +32.6% |
| YTD | +46.0% | +9.3% | +36.7% | +42.1% |
| All | +52.1% | +16.1% | +35.9% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling