+216.3%
USFD vs WST
-25.7%
+242.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.3% |
| 7D | -3.0% | +0.7% | -3.8% | -3.1% |
| 30D | +3.5% | -3.1% | +6.7% | +3.9% |
| 3M | +26.6% | +7.2% | +19.4% | +25.3% |
| 6M | +11.7% | +36.8% | -25.1% | +6.8% |
| YTD | +38.1% | +23.8% | +14.3% | +33.7% |
| 1Y | +33.4% | +37.8% | -4.4% | +26.9% |
| 3Y | +155.8% | -15.9% | +171.7% | +156.1% |
| All | +216.3% | -25.7% | +242.0% | +183.2% |
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