+21.0%
ITW vs USFD
+162.9%
-141.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.4% | -3.3% | +2.9% | +0.6% |
| 30D | -9.4% | -5.3% | -4.1% | -8.0% |
| 3M | +7.1% | +18.8% | -11.7% | +1.4% |
| 6M | -1.9% | +14.3% | -16.1% | -6.1% |
| YTD | +10.4% | +36.9% | -26.4% | -0.8% |
| 1Y | +3.3% | +31.7% | -28.4% | -6.0% |
| 3Y | +21.0% | +164.5% | -143.5% | -9.9% |
| All | +21.0% | +162.9% | -141.9% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling