+367.0%
USFD vs WU
-37.2%
+404.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.0% |
| 7D | -0.2% | +2.1% | -2.3% | -1.2% |
| 30D | +12.3% | +10.1% | +2.2% | +8.2% |
| 3M | -0.7% | -1.1% | +0.5% | -0.8% |
| 6M | +31.3% | -19.8% | +51.1% | +39.9% |
| YTD | +45.7% | -20.8% | +66.5% | +54.7% |
| 1Y | +52.1% | -15.1% | +67.2% | +56.5% |
| 3Y | +158.2% | -23.2% | +181.4% | +167.0% |
| 5Y | +213.8% | -42.6% | +256.4% | +265.8% |
| 10Y | +367.0% | -38.9% | +405.9% | +435.7% |
| All | +367.0% | -37.2% | +404.2% | +435.7% |
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