+346.7%
SHW vs USFD
+375.5%
-28.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | +11.1% | +12.3% | -1.2% | +7.8% |
| 3M | -2.2% | -0.7% | -1.5% | -2.0% |
| 6M | +14.3% | +31.3% | -16.9% | +6.2% |
| YTD | +10.6% | +45.7% | -35.1% | -0.4% |
| 1Y | +4.1% | +52.1% | -48.1% | -7.4% |
| 3Y | +42.9% | +158.2% | -115.4% | +10.6% |
| 5Y | +14.2% | +213.8% | -199.6% | -17.0% |
| 10Y | +346.7% | +367.0% | -20.3% | +156.2% |
| All | +346.7% | +375.5% | -28.8% | +156.2% |
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