+153.6%
USFD vs WY
-23.6%
+177.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | +10.2% | +10.1% | +0.1% | +7.4% |
| 3M | -1.5% | -15.4% | +13.9% | +2.9% |
| 6M | +27.3% | -8.3% | +35.7% | +29.5% |
| YTD | +44.0% | -9.8% | +53.8% | +47.1% |
| 1Y | +50.4% | -3.9% | +54.2% | +51.0% |
| 3Y | +153.6% | -23.3% | +176.9% | +167.5% |
| All | +153.6% | -23.6% | +177.2% | +167.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling