+134.0%
WFC vs USFD
+368.6%
-234.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.2% | +0.7% |
| 7D | +0.1% | +3.9% | -3.8% | -1.5% |
| 30D | +2.9% | +12.8% | -9.9% | -1.9% |
| 3M | -1.4% | +1.0% | -2.4% | -2.3% |
| 6M | +14.3% | +30.3% | -15.9% | +2.0% |
| YTD | -6.2% | +46.0% | -52.2% | -21.3% |
| 1Y | +1.6% | +49.6% | -48.0% | -15.8% |
| 3Y | +126.9% | +166.3% | -39.3% | +48.1% |
| 5Y | +94.0% | +208.4% | -114.4% | +16.8% |
| 10Y | +134.0% | +371.2% | -237.2% | +24.3% |
| All | +134.0% | +368.6% | -234.6% | +24.3% |
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