+189.7%
SW vs USFD
+392.1%
-202.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.5% | -4.4% | +2.9% |
| 7D | +12.1% | +7.8% | +4.2% | +10.9% |
| 30D | +6.6% | +16.2% | -9.6% | +4.4% |
| 3M | -6.0% | +11.0% | -17.0% | -7.4% |
| 6M | +21.5% | +20.7% | +0.7% | +18.3% |
| YTD | +20.3% | +46.0% | -25.6% | +14.3% |
| 1Y | +28.1% | +49.8% | -21.6% | +21.3% |
| 3Y | +51.6% | +167.3% | -115.7% | +35.2% |
| 5Y | -0.1% | +197.2% | -197.3% | -13.0% |
| 10Y | +189.7% | +389.9% | -200.1% | +176.2% |
| All | +189.7% | +392.1% | -202.3% | +176.2% |
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