+35.7%
USFD vs WETO
-99.4%
+135.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.8% |
| 7D | -8.4% | -4.3% | -4.0% | -8.4% |
| 30D | -14.1% | -39.9% | +25.8% | -13.6% |
| 3M | +4.5% | -97.9% | +102.4% | +4.6% |
| 6M | +4.4% | -95.0% | +99.4% | +4.3% |
| YTD | +26.6% | -97.2% | +123.7% | +26.6% |
| 1Y | +19.4% | -98.9% | +118.3% | +19.6% |
| All | +35.7% | -99.4% | +135.1% | +34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling