+251.4%
ITW vs USFD
+352.6%
-101.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +8.9% | +12.3% | -3.4% | +5.6% |
| 3M | -0.9% | -0.7% | -0.2% | -0.9% |
| 6M | +16.0% | +31.3% | -15.3% | +7.8% |
| YTD | +19.4% | +45.7% | -26.3% | +7.6% |
| 1Y | +20.7% | +52.1% | -31.5% | +7.4% |
| 3Y | +33.4% | +158.2% | -124.8% | +3.3% |
| 5Y | +39.1% | +213.8% | -174.7% | +0.8% |
| 10Y | +195.3% | +367.0% | -171.8% | +86.6% |
| All | +251.4% | +352.6% | -101.1% | +122.7% |
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