+583.2%
WDC vs USFD
+208.8%
+374.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | +16.3% | +1.3% | +15.0% | +15.7% |
| 30D | -18.3% | +10.6% | -28.8% | -22.5% |
| 3M | -31.4% | -2.4% | -29.0% | -31.1% |
| 6M | -36.3% | +28.9% | -65.2% | -46.3% |
| YTD | +80.8% | +43.7% | +37.1% | +42.1% |
| 1Y | +87.7% | +48.5% | +39.2% | +44.9% |
| 3Y | +819.4% | +154.7% | +664.7% | +398.9% |
| 5Y | +583.2% | +218.4% | +364.8% | +214.8% |
| All | +583.2% | +208.8% | +374.4% | +214.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling