+195.5%
USFD vs WTW
+45.2%
+150.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.6% | -1.9% | -3.9% |
| 7D | -7.0% | -7.1% | +0.1% | -4.0% |
| 30D | -10.3% | -8.5% | -1.8% | -6.9% |
| 3M | +9.2% | +20.6% | -11.4% | +0.2% |
| 6M | +7.4% | +7.2% | +0.2% | +3.0% |
| YTD | +29.4% | -3.9% | +33.2% | +30.1% |
| 1Y | +24.8% | -3.6% | +28.4% | +25.1% |
| 3Y | +150.0% | +60.7% | +89.3% | +78.0% |
| 5Y | +195.5% | +42.2% | +153.3% | +114.8% |
| All | +195.5% | +45.2% | +150.3% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling