+157.8%
USFD vs WCN
+45.2%
+112.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +3.0% | +2.9% | 0.0% | +2.4% |
| 30D | +11.1% | +22.1% | -11.0% | +6.6% |
| 3M | -0.3% | +13.2% | -13.5% | -2.9% |
| 6M | +15.9% | +23.7% | -7.8% | +11.4% |
| YTD | +41.6% | +8.7% | +32.9% | +39.0% |
| 1Y | +49.4% | +15.3% | +34.1% | +43.2% |
| 3Y | +157.8% | +46.0% | +111.8% | +131.9% |
| All | +157.8% | +45.2% | +112.7% | +131.9% |
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