-11.7%
WDAY vs USFD
+159.2%
-170.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.5% | -3.6% |
| 7D | -2.5% | +3.0% | -5.4% | -3.2% |
| 30D | +4.7% | +11.1% | -6.4% | +2.3% |
| 3M | +13.3% | -0.3% | +13.6% | +13.2% |
| 6M | +57.3% | +15.9% | +41.4% | +52.6% |
| YTD | -10.2% | +41.6% | -51.8% | -20.6% |
| 1Y | -14.1% | +49.4% | -63.5% | -26.0% |
| 3Y | -11.7% | +157.8% | -169.5% | -29.4% |
| All | -11.7% | +159.2% | -170.9% | -29.4% |
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