+317.7%
USFD vs WCN
+291.6%
+26.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -3.0% | -0.6% | -2.4% | -2.7% |
| 30D | +3.5% | +0.4% | +3.1% | +3.3% |
| 3M | +26.6% | +7.3% | +19.2% | +21.9% |
| 6M | +11.7% | -2.5% | +14.2% | +12.5% |
| YTD | +38.1% | -5.4% | +43.5% | +40.0% |
| 1Y | +33.4% | -8.5% | +41.8% | +37.4% |
| 3Y | +155.8% | +20.8% | +135.0% | +118.2% |
| 5Y | +214.0% | +30.0% | +184.0% | +152.0% |
| 10Y | +320.4% | +238.4% | +82.0% | +125.0% |
| All | +317.7% | +291.6% | +26.1% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling