+308.6%
USFD vs WU
-39.5%
+348.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -8.0% | -5.0% | -3.0% | -6.2% |
| 30D | -13.1% | -2.3% | -10.8% | -12.5% |
| 3M | +6.5% | -3.2% | +9.7% | +5.8% |
| 6M | +5.7% | -25.0% | +30.8% | +15.8% |
| YTD | +27.5% | -21.7% | +49.2% | +36.6% |
| 1Y | +23.4% | -9.0% | +32.4% | +22.4% |
| 3Y | +146.4% | -28.9% | +175.3% | +164.2% |
| 5Y | +196.8% | -51.0% | +247.8% | +277.3% |
| All | +308.6% | -39.5% | +348.1% | +370.5% |
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