+188.6%
ITW vs USFD
+306.5%
-117.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.7% | -0.3% |
| 7D | -1.9% | -7.0% | +5.1% | -0.1% |
| 30D | -10.4% | -10.3% | -0.1% | -7.9% |
| 3M | +3.5% | +9.2% | -5.7% | +1.0% |
| 6M | -3.4% | +7.4% | -10.8% | -5.5% |
| YTD | +8.5% | +29.4% | -20.9% | +0.9% |
| 1Y | +3.2% | +24.8% | -21.6% | -3.3% |
| 3Y | +18.9% | +150.0% | -131.1% | -7.3% |
| 5Y | +35.0% | +195.5% | -160.5% | -0.7% |
| 10Y | +188.6% | +315.7% | -127.1% | +84.3% |
| All | +188.6% | +306.5% | -117.9% | +84.3% |
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 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