+162.8%
USFD vs WST
-15.6%
+178.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | -3.0% | +0.7% | -3.8% | -3.0% |
| 30D | +3.5% | -3.1% | +6.7% | +3.7% |
| 3M | +26.6% | +7.2% | +19.4% | +26.1% |
| 6M | +11.7% | +36.8% | -25.1% | +10.0% |
| YTD | +38.1% | +23.8% | +14.3% | +36.6% |
| 1Y | +33.4% | +37.8% | -4.4% | +31.3% |
| All | +162.8% | -15.6% | +178.4% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling