+328.9%
USFD vs WST
+452.7%
-123.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.2% |
| 7D | +3.9% | -5.8% | +9.7% | +4.9% |
| 30D | +10.7% | +5.3% | +5.4% | +9.8% |
| 3M | +6.3% | +11.8% | -5.5% | +4.4% |
| 6M | +16.2% | +26.7% | -10.5% | +11.7% |
| YTD | +41.9% | +43.0% | -1.1% | +33.2% |
| 1Y | +44.2% | +38.9% | +5.3% | +36.0% |
| 3Y | +159.8% | +18.2% | +141.6% | +139.0% |
| 5Y | +177.1% | -1.5% | +178.6% | +156.6% |
| 10Y | +376.2% | +439.0% | -62.8% | +187.7% |
| All | +328.9% | +452.7% | -123.8% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling