+638.3%
GWW vs USFD
+339.9%
+298.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +6.0% | +3.0% | +3.0% | +5.3% |
| 30D | +14.0% | +11.1% | +3.0% | +11.4% |
| 3M | +12.5% | -0.3% | +12.8% | +12.5% |
| 6M | +23.6% | +15.9% | +7.8% | +19.1% |
| YTD | +43.6% | +41.6% | +2.0% | +31.4% |
| 1Y | +52.5% | +49.4% | +3.1% | +37.6% |
| 3Y | +92.6% | +157.8% | -65.3% | +53.2% |
| 5Y | +219.0% | +176.6% | +42.4% | +145.1% |
| 10Y | +713.8% | +375.4% | +338.4% | +459.4% |
| All | +638.3% | +339.9% | +298.4% | +404.3% |
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