+49.8%
USFD vs WETO
-99.3%
+149.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +11.4% | -2.9% | +8.4% |
| 7D | +7.8% | +3.6% | +4.3% | +7.8% |
| 30D | +16.2% | -17.2% | +33.4% | +16.1% |
| 3M | +11.0% | -83.7% | +94.7% | +11.5% |
| 6M | +20.7% | -98.3% | +119.0% | +19.9% |
| YTD | +46.0% | -99.0% | +144.9% | +45.9% |
| 1Y | +49.8% | -99.4% | +149.1% | +46.0% |
| All | +49.8% | -99.3% | +149.1% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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