+208.4%
USFD vs WST
+1.1%
+207.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.3% | +2.6% |
| 7D | +3.9% | +1.3% | +2.6% | +3.7% |
| 30D | +12.8% | +12.9% | 0.0% | +11.0% |
| 3M | +1.0% | +16.7% | -15.7% | -1.2% |
| 6M | +30.3% | +26.8% | +3.4% | +25.8% |
| YTD | +46.0% | +50.5% | -4.5% | +37.0% |
| 1Y | +49.6% | +52.9% | -3.3% | +40.1% |
| 3Y | +166.3% | +23.9% | +142.4% | +143.8% |
| 5Y | +208.4% | +1.0% | +207.4% | +182.9% |
| All | +208.4% | +1.1% | +207.3% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling