+341.0%
USFD vs WTW
+205.1%
+135.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.0% |
| 7D | +8.4% | +1.6% | +6.8% | +7.6% |
| 30D | +12.7% | +12.4% | +0.4% | +6.2% |
| 3M | +1.1% | -2.6% | +3.8% | +2.3% |
| 6M | +30.2% | +30.8% | -0.6% | +12.1% |
| YTD | +45.8% | +2.3% | +43.5% | +40.5% |
| 1Y | +51.9% | +4.9% | +47.1% | +44.2% |
| 3Y | +158.5% | +43.9% | +114.6% | +100.3% |
| 5Y | +208.0% | +53.8% | +154.2% | +125.8% |
| 10Y | +376.6% | +212.8% | +163.8% | +177.8% |
| All | +341.0% | +205.1% | +135.9% | +155.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling