-15.5%
WDAY vs USFD
+159.3%
-174.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | +1.5% | +12.3% | -10.8% | -1.0% |
| 3M | +5.5% | -0.7% | +6.2% | +5.5% |
| 6M | +57.4% | +31.3% | +26.2% | +48.9% |
| YTD | -11.0% | +45.7% | -56.7% | -21.8% |
| 1Y | -15.8% | +52.1% | -67.9% | -27.5% |
| All | -15.5% | +159.3% | -174.9% | -32.3% |
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