+413.0%
WELL vs USFD
+339.9%
+73.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +4.4% | +3.0% | +1.5% | +2.8% |
| 30D | +10.8% | +11.1% | -0.3% | +5.3% |
| 3M | +4.2% | -0.3% | +4.5% | +3.8% |
| 6M | +14.0% | +15.9% | -1.9% | +5.4% |
| YTD | +33.4% | +41.6% | -8.2% | +10.7% |
| 1Y | +32.4% | +49.4% | -17.0% | +6.8% |
| 3Y | +194.7% | +157.8% | +36.9% | +77.1% |
| 5Y | +226.5% | +176.6% | +49.8% | +80.0% |
| 10Y | +429.8% | +375.4% | +54.5% | +85.6% |
| All | +413.0% | +339.9% | +73.1% | +82.6% |
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