+317.7%
USFD vs WY
+9.7%
+308.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -3.0% | -1.7% | -1.3% | -2.1% |
| 30D | +3.5% | -10.1% | +13.6% | +9.6% |
| 3M | +26.6% | -5.1% | +31.7% | +29.4% |
| 6M | +11.7% | -4.8% | +16.5% | +13.6% |
| YTD | +38.1% | -0.2% | +38.4% | +36.3% |
| 1Y | +33.4% | -6.6% | +40.0% | +35.8% |
| 3Y | +155.8% | -22.7% | +178.6% | +180.2% |
| 5Y | +214.0% | -22.2% | +236.2% | +238.6% |
| 10Y | +320.4% | +7.3% | +313.1% | +246.8% |
| All | +317.7% | +9.7% | +308.0% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling