+376.6%
USFD vs WST
+446.4%
-69.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +8.4% | +1.4% | +7.0% | +8.2% |
| 30D | +12.7% | +12.7% | 0.0% | +10.7% |
| 3M | +1.1% | +17.2% | -16.0% | -1.4% |
| 6M | +30.2% | +26.7% | +3.5% | +25.1% |
| YTD | +45.8% | +50.3% | -4.4% | +35.9% |
| 1Y | +51.9% | +50.2% | +1.7% | +41.5% |
| 3Y | +158.5% | +21.7% | +136.8% | +137.2% |
| 5Y | +208.0% | +2.0% | +206.0% | +183.8% |
| 10Y | +376.6% | +451.1% | -74.5% | +174.7% |
| All | +376.6% | +446.4% | -69.8% | +174.7% |
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