+216.3%
USFD vs WPM
+254.8%
-38.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -3.0% | +1.1% | -4.1% | -3.2% |
| 30D | +3.5% | +26.4% | -22.8% | +0.2% |
| 3M | +26.6% | +20.8% | +5.7% | +22.9% |
| 6M | +11.7% | +1.1% | +10.6% | +11.0% |
| YTD | +38.1% | +32.5% | +5.7% | +30.1% |
| 1Y | +33.4% | +51.5% | -18.1% | +22.0% |
| 3Y | +155.8% | +267.0% | -111.2% | +91.1% |
| All | +216.3% | +254.8% | -38.4% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling