+121.7%
WFC vs USFD
+339.9%
-218.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +1.2% | +3.0% | -1.7% | 0.0% |
| 30D | +5.2% | +11.1% | -5.9% | +0.9% |
| 3M | -3.0% | -0.3% | -2.8% | -3.4% |
| 6M | +6.2% | +15.9% | -9.7% | -0.9% |
| YTD | -7.9% | +41.6% | -49.5% | -21.8% |
| 1Y | +0.3% | +49.4% | -49.1% | -16.8% |
| 3Y | +117.7% | +157.8% | -40.1% | +44.2% |
| 5Y | +88.4% | +176.6% | -88.3% | +18.5% |
| 10Y | +147.3% | +375.4% | -228.1% | +26.3% |
| All | +121.7% | +339.9% | -218.1% | +15.3% |
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 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