+15.9%
USFD vs WCN
+20.4%
-4.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | +3.0% | +2.9% | 0.0% | +1.9% |
| 30D | +11.1% | +22.1% | -11.0% | +2.1% |
| 3M | -0.3% | +13.2% | -13.5% | -5.3% |
| 6M | +15.9% | +23.7% | -7.8% | +8.1% |
| All | +15.9% | +20.4% | -4.6% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling