+4.2%
ITW vs USFD
+34.2%
-30.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -3.6% | -3.0% | -0.6% | -2.9% |
| 30D | -9.1% | +3.5% | -12.7% | -10.0% |
| 3M | +8.2% | +26.6% | -18.4% | +2.3% |
| 6M | -4.8% | +11.7% | -16.5% | -7.5% |
| YTD | +11.0% | +38.1% | -27.1% | +2.8% |
| 1Y | +4.2% | +33.4% | -29.1% | -0.3% |
| All | +4.2% | +34.2% | -30.0% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling