+317.7%
USFD vs WST
+378.8%
-61.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.2% |
| 7D | -3.0% | +0.7% | -3.8% | -3.1% |
| 30D | +3.5% | -3.1% | +6.7% | +4.0% |
| 3M | +26.6% | +7.2% | +19.4% | +25.0% |
| 6M | +11.7% | +36.8% | -25.1% | +5.8% |
| YTD | +38.1% | +23.8% | +14.3% | +32.7% |
| 1Y | +33.4% | +37.8% | -4.4% | +25.6% |
| 3Y | +155.8% | -15.9% | +171.7% | +152.7% |
| 5Y | +214.0% | -25.8% | +239.9% | +205.4% |
| 10Y | +320.4% | +319.6% | +0.8% | +163.9% |
| All | +317.7% | +378.8% | -61.1% | +160.0% |
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