+123.9%
WDAY vs USFD
+368.6%
-244.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.3% |
| 7D | -4.0% | +3.9% | -7.9% | -5.3% |
| 30D | +1.9% | +12.8% | -10.9% | -1.9% |
| 3M | +5.9% | +1.0% | +4.9% | +5.2% |
| 6M | +48.8% | +30.3% | +18.5% | +36.4% |
| YTD | -11.4% | +46.0% | -57.4% | -23.1% |
| 1Y | -15.5% | +49.6% | -65.1% | -27.3% |
| 3Y | -15.6% | +166.3% | -181.9% | -40.0% |
| 5Y | -35.2% | +208.4% | -243.6% | -56.5% |
| 10Y | +123.9% | +371.2% | -247.4% | +40.0% |
| All | +123.9% | +368.6% | -244.8% | +40.0% |
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