+193.1%
USFD vs WWD
+161.2%
+31.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.0% | +3.2% | -0.9% |
| 7D | +3.9% | -2.6% | +6.5% | +4.5% |
| 30D | +10.7% | -7.7% | +18.4% | +13.1% |
| 3M | +6.3% | -17.7% | +24.0% | +12.6% |
| 6M | +16.2% | -15.9% | +32.1% | +20.9% |
| YTD | +41.9% | +1.8% | +40.1% | +35.5% |
| 1Y | +44.2% | +17.4% | +26.8% | +29.4% |
| 3Y | +159.8% | +137.1% | +22.7% | +62.1% |
| All | +193.1% | +161.2% | +31.9% | +70.4% |
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