+10.2%
SHW vs USFD
+215.4%
-205.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +1.9% | +1.7% | +0.2% | +1.3% |
| 30D | +8.1% | +10.2% | -2.1% | +4.3% |
| 3M | -2.8% | -1.5% | -1.3% | -2.3% |
| 6M | +15.0% | +27.3% | -12.3% | +4.7% |
| YTD | +9.0% | +44.0% | -35.0% | -6.0% |
| 1Y | +4.5% | +50.4% | -45.9% | -11.6% |
| 3Y | +41.9% | +153.6% | -111.7% | -2.7% |
| All | +10.2% | +215.4% | -205.2% | -32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling