+153.6%
USFD vs WCN
+52.1%
+101.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.7% | +2.6% | -0.9% | +1.1% |
| 30D | +10.2% | +23.9% | -13.8% | +5.4% |
| 3M | -1.5% | +17.4% | -18.9% | -4.8% |
| 6M | +27.3% | +28.0% | -0.7% | +21.6% |
| YTD | +44.0% | +11.6% | +32.4% | +40.5% |
| 1Y | +50.4% | +16.9% | +33.5% | +44.0% |
| 3Y | +153.6% | +51.6% | +102.0% | +127.2% |
| All | +153.6% | +52.1% | +101.5% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling