+328.2%
USFD vs WPM
+705.1%
-376.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.4% |
| 7D | +3.0% | +16.9% | -14.0% | +1.7% |
| 30D | +11.1% | +2.0% | +9.1% | +10.7% |
| 3M | -0.3% | +8.9% | -9.2% | -1.3% |
| 6M | +15.9% | +1.6% | +14.3% | +15.1% |
| YTD | +41.6% | +16.5% | +25.1% | +38.3% |
| 1Y | +49.4% | +42.2% | +7.2% | +43.3% |
| 3Y | +157.8% | +213.3% | -55.5% | +129.3% |
| 5Y | +176.6% | +249.9% | -73.3% | +141.5% |
| 10Y | +375.4% | +549.4% | -174.0% | +307.7% |
| All | +328.2% | +705.1% | -376.8% | +252.9% |
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