+146.4%
USFD vs WTW
+61.8%
+84.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | -8.0% | -7.8% | -0.2% | -6.2% |
| 30D | -13.1% | -7.9% | -5.2% | -11.4% |
| 3M | +6.5% | +19.9% | -13.4% | +2.0% |
| 6M | +5.7% | +9.8% | -4.1% | +3.1% |
| YTD | +27.5% | -3.3% | +30.9% | +28.9% |
| 1Y | +23.4% | -3.3% | +26.7% | +24.7% |
| All | +146.4% | +61.8% | +84.6% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling