+136.3%
WFC vs USFD
+329.0%
-192.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.5% |
| 6M | +8.4% | +11.7% | -3.3% | +2.8% |
| YTD | -1.9% | +38.1% | -40.0% | -15.5% |
| 1Y | +12.3% | +33.4% | -21.0% | -2.1% |
| 3Y | +132.3% | +155.8% | -23.5% | +54.7% |
| 5Y | +130.1% | +214.0% | -84.0% | +38.0% |
| 10Y | +134.4% | +320.4% | -186.0% | +23.6% |
| All | +136.3% | +329.0% | -192.8% | +24.5% |
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 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