+341.0%
USFD vs WWD
+520.9%
-179.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.3% |
| 7D | +8.4% | +0.4% | +7.9% | +7.9% |
| 30D | +12.7% | -0.4% | +13.2% | +12.1% |
| 3M | +1.1% | -6.1% | +7.2% | +3.3% |
| 6M | +30.2% | -9.5% | +39.7% | +33.4% |
| YTD | +45.8% | +10.8% | +35.0% | +30.3% |
| 1Y | +51.9% | +23.5% | +28.4% | +26.3% |
| 3Y | +158.5% | +151.3% | +7.2% | +30.7% |
| 5Y | +208.0% | +187.8% | +20.2% | +37.4% |
| 10Y | +376.6% | +461.1% | -84.5% | +53.1% |
| All | +341.0% | +520.9% | -179.9% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling