+281.4%
SHW vs USFD
+329.0%
-47.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -3.2% | -3.0% | -0.2% | -2.5% |
| 30D | -9.5% | +3.5% | -13.1% | -10.5% |
| 3M | +11.5% | +26.6% | -15.1% | +4.6% |
| 6M | -3.5% | +11.7% | -15.2% | -6.5% |
| YTD | +3.7% | +38.1% | -34.4% | -5.2% |
| 1Y | -7.9% | +33.4% | -41.3% | -15.2% |
| 3Y | +24.7% | +155.8% | -131.1% | -3.2% |
| 5Y | +13.6% | +214.0% | -200.4% | -17.6% |
| 10Y | +283.0% | +320.4% | -37.4% | +123.7% |
| All | +281.4% | +329.0% | -47.6% | +120.7% |
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