+394.5%
WELL vs USFD
+329.0%
+65.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.8% | -3.0% | +2.2% | +0.6% |
| 30D | -0.1% | +3.5% | -3.6% | -1.9% |
| 3M | +18.0% | +26.6% | -8.5% | +5.4% |
| 6M | +15.0% | +11.7% | +3.3% | +8.3% |
| YTD | +28.6% | +38.1% | -9.5% | +8.4% |
| 1Y | +42.9% | +33.4% | +9.5% | +22.0% |
| 3Y | +203.0% | +155.8% | +47.2% | +83.1% |
| 5Y | +206.9% | +214.0% | -7.2% | +57.8% |
| 10Y | +339.5% | +320.4% | +19.1% | +59.5% |
| All | +394.5% | +329.0% | +65.5% | +78.9% |
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