+153.6%
USFD vs WU
-23.0%
+176.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +1.7% | -2.0% | +3.7% | +1.9% |
| 30D | +10.2% | +11.4% | -1.2% | +8.8% |
| 3M | -1.5% | -6.8% | +5.3% | -1.0% |
| 6M | +27.3% | -14.6% | +42.0% | +29.0% |
| YTD | +44.0% | -20.6% | +64.6% | +46.9% |
| 1Y | +50.4% | -15.4% | +65.7% | +51.7% |
| 3Y | +153.6% | -23.6% | +177.2% | +161.8% |
| All | +153.6% | -23.0% | +176.6% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling