+158.5%
USFD vs WING
-16.7%
+175.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.3% |
| 7D | +8.4% | +5.0% | +3.4% | +7.8% |
| 30D | +12.7% | +38.7% | -26.0% | +9.1% |
| 3M | +1.1% | +44.7% | -43.6% | -2.9% |
| 6M | +30.2% | +31.5% | -1.3% | +25.6% |
| YTD | +45.8% | -28.4% | +74.3% | +48.5% |
| 1Y | +51.9% | -28.2% | +80.1% | +54.3% |
| 3Y | +158.5% | -18.4% | +176.9% | +156.3% |
| All | +158.5% | -16.7% | +175.2% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 3y: compounded portfolio wealth divided by compounded WING 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…
3y analysis · Full analysis span regression · 6 months rolling