+468.3%
WELL vs USFD
+375.5%
+92.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | -0.2% | +0.2% | +0.1% |
| 30D | +7.8% | +12.3% | -4.6% | +1.9% |
| 3M | +10.2% | -0.7% | +10.9% | +10.0% |
| 6M | +16.4% | +31.3% | -14.9% | +1.6% |
| YTD | +35.2% | +45.7% | -10.5% | +10.6% |
| 1Y | +30.5% | +52.1% | -21.7% | +4.3% |
| 3Y | +206.1% | +158.2% | +47.8% | +83.6% |
| 5Y | +228.3% | +213.8% | +14.5% | +69.3% |
| 10Y | +468.3% | +367.0% | +101.3% | +97.4% |
| All | +468.3% | +375.5% | +92.8% | +97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling