+46.8%
USFD vs WETO
-99.4%
+146.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -3.3% | -57.2% | +53.9% | -3.5% |
| 30D | -5.3% | -48.8% | +43.5% | -4.8% |
| 3M | +18.8% | -97.7% | +116.5% | +18.8% |
| 6M | +14.3% | -94.3% | +108.6% | +14.3% |
| YTD | +36.9% | -97.0% | +133.9% | +36.9% |
| 1Y | +31.7% | -98.9% | +130.6% | +32.0% |
| All | +46.8% | -99.4% | +146.1% | +45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling