+156.1%
WBD vs USFD
+165.3%
-9.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | -1.8% | -3.0% | +1.2% | -0.3% |
| 30D | +8.8% | +3.5% | +5.2% | +6.5% |
| 3M | +4.6% | +26.6% | -21.9% | -8.9% |
| 6M | +1.1% | +11.7% | -10.6% | -6.1% |
| YTD | -2.0% | +38.1% | -40.1% | -23.5% |
| 1Y | +140.0% | +33.4% | +106.6% | +92.3% |
| All | +156.1% | +165.3% | -9.2% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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