+317.7%
USFD vs WU
-32.7%
+350.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | +3.5% | -1.1% | +4.6% | +3.7% |
| 3M | +26.6% | -3.9% | +30.4% | +26.1% |
| 6M | +11.7% | -20.7% | +32.4% | +19.6% |
| YTD | +38.1% | -18.4% | +56.5% | +45.5% |
| 1Y | +33.4% | -8.1% | +41.4% | +32.1% |
| 3Y | +155.8% | -24.2% | +180.0% | +166.8% |
| 5Y | +214.0% | -50.4% | +264.5% | +298.1% |
| 10Y | +320.4% | -40.0% | +360.4% | +380.0% |
| All | +317.7% | -32.7% | +350.3% | +373.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling