+317.7%
USFD vs WTW
+205.8%
+111.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.8% | +0.7% |
| 7D | -3.0% | -2.6% | -0.4% | -1.7% |
| 30D | +3.5% | -1.0% | +4.5% | +4.0% |
| 3M | +26.6% | +29.9% | -3.3% | +9.8% |
| 6M | +11.7% | +10.7% | +1.0% | +4.2% |
| YTD | +38.1% | +2.6% | +35.6% | +33.0% |
| 1Y | +33.4% | +2.8% | +30.6% | +28.2% |
| 3Y | +155.8% | +67.3% | +88.5% | +80.2% |
| 5Y | +214.0% | +56.6% | +157.4% | +127.2% |
| 10Y | +320.4% | +204.1% | +116.3% | +145.8% |
| All | +317.7% | +205.8% | +111.9% | +142.1% |
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 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