+298.9%
SHW vs USFD
+340.6%
-41.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.2% |
| 7D | +5.7% | +3.9% | +1.8% | +4.7% |
| 30D | +8.7% | +10.7% | -2.0% | +5.9% |
| 3M | -5.4% | +6.3% | -11.7% | -7.0% |
| 6M | +12.2% | +16.2% | -4.0% | +7.6% |
| YTD | +8.5% | +41.9% | -33.4% | -1.6% |
| 1Y | +4.9% | +44.2% | -39.3% | -5.3% |
| 3Y | +42.8% | +159.8% | -116.9% | +10.5% |
| 5Y | +14.5% | +177.1% | -162.6% | -14.5% |
| 10Y | +373.0% | +376.2% | -3.2% | +169.2% |
| All | +298.9% | +340.6% | -41.7% | +129.2% |
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 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