+5.5%
SHW vs USFD
+49.7%
-44.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +1.0% | +2.8% |
| 7D | +1.6% | +3.9% | -2.3% | +0.1% |
| 30D | +12.1% | +12.8% | -0.8% | +7.7% |
| 3M | -3.0% | +1.0% | -3.9% | -3.7% |
| 6M | +13.5% | +30.3% | -16.7% | +4.1% |
| YTD | +11.2% | +46.0% | -34.7% | +0.4% |
| All | +5.5% | +49.7% | -44.2% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling