+16.2%
USFD vs WING
+10.4%
+5.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.7% |
| 7D | +3.9% | +14.0% | -10.1% | +3.1% |
| 30D | +10.7% | +47.7% | -37.0% | +8.2% |
| 3M | +6.3% | +34.2% | -27.9% | +4.3% |
| 6M | +16.2% | +13.6% | +2.7% | +15.8% |
| All | +16.2% | +10.4% | +5.9% | +15.8% |
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