+362.2%
USFD vs WU
-36.0%
+398.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.6% |
| 7D | +3.0% | +11.7% | -8.7% | -1.3% |
| 30D | +11.1% | +12.6% | -1.5% | +6.0% |
| 3M | -0.3% | -0.5% | +0.2% | -0.6% |
| 6M | +15.9% | -18.2% | +34.1% | +22.6% |
| YTD | +41.6% | -19.0% | +60.6% | +49.2% |
| 1Y | +49.4% | -16.7% | +66.1% | +55.1% |
| 3Y | +157.8% | -21.0% | +178.9% | +163.7% |
| 5Y | +176.6% | -41.7% | +218.3% | +221.0% |
| All | +362.2% | -36.0% | +398.2% | +422.4% |
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