+893.5%
WDC vs USFD
+353.0%
+540.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -16.7% | +8.4% | -25.1% | -19.8% |
| 30D | -27.2% | +12.7% | -40.0% | -31.4% |
| 3M | -34.0% | +1.1% | -35.1% | -35.0% |
| 6M | -39.7% | +30.2% | -69.9% | -48.1% |
| YTD | +68.1% | +45.8% | +22.2% | +36.9% |
| 1Y | +66.3% | +51.9% | +14.4% | +33.1% |
| 3Y | +754.4% | +158.5% | +595.9% | +426.7% |
| 5Y | +595.8% | +208.0% | +387.7% | +289.4% |
| 10Y | +660.4% | +376.6% | +283.8% | +225.7% |
| All | +893.5% | +353.0% | +540.5% | +343.6% |
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