+196.2%
ITW vs USFD
+369.2%
-173.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +0.5% | +8.4% | -7.9% | -1.6% |
| 30D | +9.1% | +12.7% | -3.7% | +5.7% |
| 3M | -1.6% | +1.1% | -2.7% | -2.0% |
| 6M | +14.5% | +30.2% | -15.7% | +6.6% |
| YTD | +19.2% | +45.8% | -26.7% | +7.3% |
| 1Y | +20.9% | +51.9% | -31.0% | +7.6% |
| 3Y | +33.1% | +158.5% | -125.4% | +2.9% |
| 5Y | +38.2% | +208.0% | -169.9% | +0.5% |
| 10Y | +196.2% | +376.6% | -180.4% | +87.5% |
| All | +196.2% | +369.2% | -173.1% | +87.5% |
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 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