+15.9%
USFD vs WING
+9.0%
+6.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +3.0% | +9.0% | -6.1% | +2.4% |
| 30D | +11.1% | +39.9% | -28.9% | +8.9% |
| 3M | -0.3% | +40.4% | -40.7% | -2.3% |
| 6M | +15.9% | +12.9% | +3.0% | +15.6% |
| All | +15.9% | +9.0% | +6.9% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling