+315.7%
USFD vs WY
+5.8%
+310.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.0% | -5.2% |
| 7D | -7.0% | -1.7% | -5.3% | -6.1% |
| 30D | -10.3% | -9.9% | -0.4% | -5.0% |
| 3M | +9.2% | -7.5% | +16.7% | +13.3% |
| 6M | +7.4% | -5.1% | +12.5% | +9.4% |
| YTD | +29.4% | -2.1% | +31.5% | +29.0% |
| 1Y | +24.8% | -7.3% | +32.2% | +27.7% |
| 3Y | +150.0% | -22.6% | +172.6% | +173.6% |
| 5Y | +195.5% | -19.8% | +215.3% | +212.5% |
| 10Y | +315.7% | +9.6% | +306.2% | +240.5% |
| All | +315.7% | +5.8% | +310.0% | +240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling