+216.3%
USFD vs WING
-34.0%
+250.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -3.0% | -3.9% | +0.8% | -2.4% |
| 30D | +3.5% | -11.6% | +15.1% | +5.2% |
| 3M | +26.6% | -24.2% | +50.8% | +31.5% |
| 6M | +11.7% | -54.1% | +65.8% | +26.2% |
| YTD | +38.1% | -53.9% | +92.0% | +53.7% |
| 1Y | +33.4% | -64.4% | +97.7% | +55.6% |
| 3Y | +155.8% | -30.2% | +186.0% | +136.8% |
| All | +216.3% | -34.0% | +250.3% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling