+653.4%
WDC vs USFD
+368.6%
+284.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +8.5% |
| 7D | -14.4% | +3.9% | -18.3% | -16.1% |
| 30D | -27.1% | +12.8% | -39.9% | -31.3% |
| 3M | -33.3% | +1.0% | -34.2% | -34.2% |
| 6M | -39.6% | +30.3% | -69.9% | -48.1% |
| YTD | +68.4% | +46.0% | +22.4% | +37.0% |
| 1Y | +78.2% | +49.6% | +28.5% | +43.4% |
| 3Y | +772.0% | +166.3% | +605.8% | +428.4% |
| 5Y | +584.9% | +208.4% | +376.5% | +281.6% |
| 10Y | +653.4% | +371.2% | +282.2% | +213.7% |
| All | +653.4% | +368.6% | +284.8% | +213.7% |
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