+317.7%
USFD vs WING
+479.4%
-161.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -3.0% | -3.9% | +0.8% | -2.2% |
| 30D | +3.5% | -11.6% | +15.1% | +5.7% |
| 3M | +26.6% | -24.2% | +50.8% | +33.0% |
| 6M | +11.7% | -54.1% | +65.8% | +30.3% |
| YTD | +38.1% | -53.9% | +92.0% | +58.2% |
| 1Y | +33.4% | -64.4% | +97.7% | +61.3% |
| 3Y | +155.8% | -30.2% | +186.0% | +140.5% |
| 5Y | +214.0% | -34.1% | +248.1% | +181.1% |
| 10Y | +320.4% | +342.1% | -21.8% | +119.5% |
| All | +317.7% | +479.4% | -161.7% | +113.6% |
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 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