+712.3%
WDC vs USFD
+159.2%
+553.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -28.0% | +3.0% | -30.9% | -28.5% |
| 30D | -34.9% | +11.1% | -46.0% | -37.1% |
| 3M | -41.6% | -0.3% | -41.3% | -41.5% |
| 6M | -45.4% | +15.9% | -61.3% | -49.6% |
| YTD | +53.3% | +41.6% | +11.7% | +27.1% |
| 1Y | +61.5% | +49.4% | +12.1% | +30.6% |
| 3Y | +712.3% | +157.8% | +554.5% | +437.3% |
| All | +712.3% | +159.2% | +553.1% | +437.3% |
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