+317.7%
USFD vs WPM
+815.3%
-497.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | -3.0% | +1.1% | -4.1% | -3.1% |
| 30D | +3.5% | +26.4% | -22.8% | +1.6% |
| 3M | +26.6% | +20.8% | +5.7% | +24.4% |
| 6M | +11.7% | +1.1% | +10.6% | +11.1% |
| YTD | +38.1% | +32.5% | +5.7% | +33.8% |
| 1Y | +33.4% | +51.5% | -18.1% | +27.4% |
| 3Y | +155.8% | +267.0% | -111.2% | +125.1% |
| 5Y | +214.0% | +250.1% | -36.1% | +173.0% |
| 10Y | +320.4% | +540.4% | -220.0% | +263.0% |
| All | +317.7% | +815.3% | -497.7% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling