+138.1%
WFC vs USFD
+322.6%
-184.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | +3.8% | -3.0% | +6.8% | +5.0% |
| 30D | +1.5% | +3.5% | -2.1% | -0.1% |
| 3M | +10.9% | +26.6% | -15.7% | +0.4% |
| 6M | +8.4% | +11.7% | -3.3% | +2.8% |
| YTD | -1.9% | +38.1% | -40.0% | -15.6% |
| 1Y | +12.3% | +33.4% | -21.0% | -2.2% |
| 3Y | +132.3% | +155.8% | -23.5% | +54.4% |
| 5Y | +130.1% | +214.0% | -84.0% | +37.7% |
| All | +138.1% | +322.6% | -184.5% | +27.2% |
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