+118.2%
WFC vs USFD
+369.2%
-251.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.9% | +8.4% | -7.5% | -2.3% |
| 30D | +3.3% | +12.7% | -9.5% | -1.6% |
| 3M | -1.4% | +1.1% | -2.6% | -2.3% |
| 6M | +14.7% | +30.2% | -15.4% | +2.3% |
| YTD | -5.9% | +45.8% | -51.8% | -21.1% |
| 1Y | +1.8% | +51.9% | -50.1% | -16.1% |
| 3Y | +124.9% | +158.5% | -33.6% | +48.5% |
| 5Y | +92.7% | +208.0% | -115.3% | +16.0% |
| 10Y | +118.2% | +376.6% | -258.3% | +11.5% |
| All | +118.2% | +369.2% | -251.0% | +11.5% |
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