+130.1%
WDAY vs USFD
+369.2%
-239.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.6% | +8.4% | -12.9% | -7.0% |
| 30D | +1.2% | +12.7% | -11.5% | -2.6% |
| 3M | +2.6% | +1.1% | +1.4% | +1.8% |
| 6M | +47.8% | +30.2% | +17.6% | +35.5% |
| YTD | -12.1% | +45.8% | -57.9% | -23.6% |
| 1Y | -17.1% | +51.9% | -69.1% | -29.0% |
| 3Y | -17.9% | +158.5% | -176.3% | -41.0% |
| 5Y | -35.1% | +208.0% | -243.1% | -56.4% |
| 10Y | +130.1% | +376.6% | -246.4% | +47.7% |
| All | +130.1% | +369.2% | -239.1% | +47.7% |
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