+354.1%
USFD vs WTW
+218.5%
+135.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.9% |
| 7D | +1.7% | +2.0% | -0.3% | +0.6% |
| 30D | +10.2% | +12.9% | -2.7% | +3.3% |
| 3M | -1.5% | +0.7% | -2.2% | -2.1% |
| 6M | +27.3% | +39.5% | -12.1% | +5.3% |
| YTD | +44.0% | +3.1% | +40.9% | +37.9% |
| 1Y | +50.4% | +4.8% | +45.6% | +42.6% |
| 3Y | +153.6% | +42.9% | +110.6% | +95.0% |
| 5Y | +219.0% | +55.3% | +163.7% | +128.8% |
| All | +354.1% | +218.5% | +135.6% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling