+371.2%
USFD vs WWD
+494.7%
-123.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.9% | +0.4% |
| 7D | +3.9% | +4.2% | -0.3% | +1.3% |
| 30D | +12.8% | -0.8% | +13.6% | +12.4% |
| 3M | +1.0% | -8.2% | +9.2% | +4.5% |
| 6M | +30.3% | -9.8% | +40.1% | +33.8% |
| YTD | +46.0% | +10.4% | +35.6% | +30.4% |
| 1Y | +49.6% | +25.5% | +24.1% | +22.8% |
| 3Y | +166.3% | +155.8% | +10.5% | +31.4% |
| 5Y | +208.4% | +187.3% | +21.1% | +35.5% |
| 10Y | +371.2% | +462.7% | -91.5% | +44.8% |
| All | +371.2% | +494.7% | -123.4% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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