+33.4%
USFD vs WETO
-98.9%
+132.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -20.8% | +20.5% | -0.4% |
| 7D | -3.0% | -55.4% | +52.4% | -3.1% |
| 30D | +3.5% | -48.5% | +52.0% | +4.2% |
| 3M | +26.6% | -97.5% | +124.1% | +26.1% |
| 6M | +11.7% | -94.2% | +105.9% | +12.4% |
| YTD | +38.1% | -97.0% | +135.2% | +37.9% |
| 1Y | +33.4% | -98.9% | +132.3% | +30.8% |
| All | +33.4% | -98.9% | +132.3% | +30.8% |
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