+249.0%
ITW vs USFD
+353.4%
-104.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.3% |
| 7D | -1.1% | +3.9% | -5.1% | -2.2% |
| 30D | +8.6% | +12.8% | -4.3% | +5.2% |
| 3M | -2.7% | +1.0% | -3.7% | -3.1% |
| 6M | +14.0% | +30.3% | -16.3% | +6.1% |
| YTD | +18.6% | +46.0% | -27.3% | +6.8% |
| 1Y | +19.8% | +49.6% | -29.8% | +7.1% |
| 3Y | +34.8% | +166.3% | -131.4% | +3.5% |
| 5Y | +37.5% | +208.4% | -170.9% | 0.0% |
| 10Y | +199.9% | +371.2% | -171.3% | +89.1% |
| All | +249.0% | +353.4% | -104.3% | +121.0% |
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