+328.2%
USFD vs WING
+766.3%
-438.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | +3.0% | +9.0% | -6.1% | +1.1% |
| 30D | +11.1% | +39.9% | -28.9% | +2.9% |
| 3M | -0.3% | +40.4% | -40.7% | -8.4% |
| 6M | +15.9% | +12.9% | +3.0% | +10.5% |
| YTD | +41.6% | -31.1% | +72.7% | +47.6% |
| 1Y | +49.4% | -32.7% | +82.1% | +56.0% |
| 3Y | +157.8% | -19.8% | +177.6% | +138.7% |
| 5Y | +176.6% | +4.0% | +172.7% | +123.3% |
| 10Y | +375.4% | +684.4% | -309.1% | +122.6% |
| All | +328.2% | +766.3% | -438.0% | +99.4% |
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 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