+119.3%
WDAY vs USFD
+322.6%
-203.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -4.4% | -3.0% | -1.4% | -3.5% |
| 30D | +14.7% | +3.5% | +11.2% | +13.4% |
| 3M | +32.4% | +26.6% | +5.8% | +23.0% |
| 6M | +36.9% | +11.7% | +25.2% | +31.2% |
| YTD | -8.8% | +38.1% | -47.0% | -19.2% |
| 1Y | -15.3% | +33.4% | -48.7% | -24.1% |
| 3Y | -21.2% | +155.8% | -177.0% | -43.2% |
| 5Y | -29.5% | +214.0% | -243.5% | -52.9% |
| All | +119.3% | +322.6% | -203.3% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling