+162.8%
USFD vs WWD
+166.3%
-3.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | -3.0% | +1.3% | -4.3% | -3.3% |
| 30D | +3.5% | -7.2% | +10.7% | +5.0% |
| 3M | +26.6% | -3.8% | +30.4% | +26.5% |
| 6M | +11.7% | -9.9% | +21.6% | +13.1% |
| YTD | +38.1% | +14.8% | +23.3% | +30.9% |
| 1Y | +33.4% | +42.1% | -8.7% | +18.9% |
| All | +162.8% | +166.3% | -3.5% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling