+1,505.4%
WDC vs USFD
+329.0%
+1,176.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.0% |
| 7D | +1.7% | -3.0% | +4.8% | +3.1% |
| 30D | -10.0% | +3.5% | -13.5% | -12.0% |
| 3M | -18.8% | +26.6% | -45.3% | -28.6% |
| 6M | +79.0% | +11.7% | +67.3% | +66.8% |
| YTD | +171.6% | +38.1% | +133.4% | +128.8% |
| 1Y | +417.4% | +33.4% | +384.0% | +340.8% |
| 3Y | +1,251.8% | +155.8% | +1,096.0% | +741.4% |
| 5Y | +911.7% | +214.0% | +697.7% | +465.6% |
| 10Y | +1,399.6% | +320.4% | +1,079.3% | +575.7% |
| All | +1,505.4% | +329.0% | +1,176.3% | +641.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling