+473.8%
WELL vs USFD
+369.2%
+104.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.0% | +8.4% | -5.3% | -0.8% |
| 30D | +10.2% | +12.7% | -2.5% | +4.0% |
| 3M | +6.1% | +1.1% | +5.0% | +5.0% |
| 6M | +16.6% | +30.2% | -13.5% | +2.3% |
| YTD | +35.3% | +45.8% | -10.5% | +10.7% |
| 1Y | +31.5% | +51.9% | -20.5% | +5.2% |
| 3Y | +206.5% | +158.5% | +48.0% | +83.8% |
| 5Y | +222.0% | +208.0% | +13.9% | +67.7% |
| 10Y | +473.8% | +376.6% | +97.2% | +97.1% |
| All | +473.8% | +369.2% | +104.6% | +97.1% |
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 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