+216.3%
USFD vs WWD
+198.3%
+18.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.7% |
| 7D | -3.0% | +1.3% | -4.3% | -3.4% |
| 30D | +3.5% | -7.2% | +10.7% | +5.9% |
| 3M | +26.6% | -3.8% | +30.4% | +26.7% |
| 6M | +11.7% | -9.9% | +21.6% | +13.8% |
| YTD | +38.1% | +14.8% | +23.3% | +27.3% |
| 1Y | +33.4% | +42.1% | -8.7% | +11.7% |
| 3Y | +155.8% | +170.8% | -15.0% | +51.8% |
| All | +216.3% | +198.3% | +18.1% | +71.9% |
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