+695.1%
WDC vs USFD
+375.5%
+319.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.4% | +8.4% |
| 7D | -3.2% | -0.2% | -3.1% | -2.9% |
| 30D | -19.0% | +12.3% | -31.4% | -23.5% |
| 3M | -28.4% | -0.7% | -27.7% | -28.9% |
| 6M | -39.2% | +31.3% | -70.5% | -47.9% |
| YTD | +82.1% | +45.7% | +36.4% | +48.3% |
| 1Y | +84.7% | +52.1% | +32.5% | +47.5% |
| 3Y | +825.6% | +158.2% | +667.4% | +469.2% |
| 5Y | +608.2% | +213.8% | +394.4% | +292.1% |
| 10Y | +695.1% | +367.0% | +328.1% | +241.2% |
| All | +695.1% | +375.5% | +319.6% | +241.2% |
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