+328.9%
USFD vs WING
+779.3%
-450.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.6% |
| 7D | +3.9% | +14.0% | -10.1% | +1.0% |
| 30D | +10.7% | +47.7% | -37.0% | +1.4% |
| 3M | +6.3% | +34.2% | -27.9% | -1.5% |
| 6M | +16.2% | +13.6% | +2.7% | +10.7% |
| YTD | +41.9% | -30.0% | +71.9% | +47.4% |
| 1Y | +44.2% | -33.9% | +78.1% | +51.4% |
| 3Y | +159.8% | -18.7% | +178.5% | +139.8% |
| 5Y | +177.1% | +5.5% | +171.6% | +122.9% |
| 10Y | +376.2% | +696.2% | -320.0% | +122.2% |
| All | +328.9% | +779.3% | -450.3% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling