+362.2%
USFD vs WST
+441.1%
-79.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | -0.5% |
| 7D | +3.0% | -3.1% | +6.1% | +3.5% |
| 30D | +11.1% | +9.1% | +2.0% | +9.6% |
| 3M | -0.3% | +14.7% | -15.0% | -2.5% |
| 6M | +15.9% | +28.0% | -12.1% | +11.2% |
| YTD | +41.6% | +45.6% | -4.0% | +32.6% |
| 1Y | +49.4% | +45.7% | +3.7% | +39.8% |
| 3Y | +157.8% | +21.1% | +136.8% | +136.1% |
| 5Y | +176.6% | +0.3% | +176.3% | +155.3% |
| All | +362.2% | +441.1% | -79.0% | +164.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling