+222.8%
USFD vs WWD
+188.7%
+34.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -0.2% | +3.7% | -3.9% | -1.4% |
| 30D | +12.3% | +1.8% | +10.5% | +11.3% |
| 3M | -0.7% | -5.0% | +4.3% | +0.4% |
| 6M | +31.3% | -8.4% | +39.7% | +32.9% |
| YTD | +45.7% | +12.3% | +33.4% | +34.9% |
| 1Y | +52.1% | +26.2% | +25.9% | +33.8% |
| 3Y | +158.2% | +154.6% | +3.7% | +58.7% |
| All | +222.8% | +188.7% | +34.1% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling