+3.1%
WEC vs USFD
+32.2%
-29.0%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +0.8% | -3.3% | +4.2% | +1.3% |
| 30D | +0.3% | -5.3% | +5.7% | +1.1% |
| 3M | -2.9% | +18.8% | -21.7% | -5.3% |
| 6M | -5.9% | +14.3% | -20.2% | -7.7% |
| YTD | +4.1% | +36.9% | -32.7% | -1.1% |
| 1Y | +3.1% | +31.7% | -28.6% | +0.7% |
| All | +3.1% | +32.2% | -29.0% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling