+356.5%
SHW vs USFD
+368.6%
-12.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +1.0% | +3.2% |
| 7D | +1.6% | +3.9% | -2.3% | +0.6% |
| 30D | +12.1% | +12.8% | -0.8% | +8.7% |
| 3M | -3.0% | +1.0% | -3.9% | -3.2% |
| 6M | +13.5% | +30.3% | -16.7% | +5.7% |
| YTD | +11.2% | +46.0% | -34.7% | +0.2% |
| 1Y | +6.2% | +49.6% | -43.4% | -5.0% |
| 3Y | +45.6% | +166.3% | -120.6% | +12.0% |
| 5Y | +15.6% | +208.4% | -192.8% | -15.7% |
| 10Y | +356.5% | +371.2% | -14.8% | +167.6% |
| All | +356.5% | +368.6% | -12.2% | +167.6% |
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