+376.6%
USFD vs WU
-35.7%
+412.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.5% |
| 7D | +8.4% | +11.0% | -2.7% | +4.1% |
| 30D | +12.7% | +13.4% | -0.7% | +7.4% |
| 3M | +1.1% | +2.2% | -1.1% | -0.2% |
| 6M | +30.2% | -18.2% | +48.4% | +37.8% |
| YTD | +45.8% | -18.3% | +64.1% | +53.2% |
| 1Y | +51.9% | -12.2% | +64.1% | +54.3% |
| 3Y | +158.5% | -20.8% | +179.3% | +164.3% |
| 5Y | +208.0% | -42.6% | +250.6% | +261.3% |
| 10Y | +376.6% | -35.5% | +412.0% | +434.9% |
| All | +376.6% | -35.7% | +412.3% | +434.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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