+157.8%
USFD vs WPM
+212.7%
-54.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | +3.0% | +16.9% | -14.0% | +1.5% |
| 30D | +11.1% | +2.0% | +9.1% | +10.5% |
| 3M | -0.3% | +8.9% | -9.2% | -1.5% |
| 6M | +15.9% | +1.6% | +14.3% | +15.0% |
| YTD | +41.6% | +16.5% | +25.1% | +36.8% |
| 1Y | +49.4% | +42.2% | +7.2% | +40.6% |
| 3Y | +157.8% | +213.3% | -55.5% | +113.4% |
| All | +157.8% | +212.7% | -54.9% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling