+806.2%
WDC vs USFD
+339.9%
+466.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -28.0% | +3.0% | -30.9% | -29.2% |
| 30D | -34.9% | +11.1% | -46.0% | -38.3% |
| 3M | -41.6% | -0.3% | -41.3% | -42.1% |
| 6M | -45.4% | +15.9% | -61.3% | -50.5% |
| YTD | +53.3% | +41.6% | +11.7% | +26.4% |
| 1Y | +61.5% | +49.4% | +12.1% | +30.0% |
| 3Y | +712.3% | +157.8% | +554.5% | +400.5% |
| 5Y | +524.2% | +176.6% | +347.6% | +265.4% |
| 10Y | +616.5% | +375.4% | +241.1% | +208.7% |
| All | +806.2% | +339.9% | +466.3% | +309.5% |
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