+147.8%
SW vs USFD
+321.9%
-174.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -5.1% | -3.0% | -2.1% | -4.7% |
| 30D | -4.6% | +3.5% | -8.1% | -5.1% |
| 3M | +9.4% | +26.6% | -17.2% | +6.0% |
| 6M | +3.5% | +11.7% | -8.2% | +1.9% |
| YTD | +22.0% | +38.1% | -16.1% | +16.9% |
| 1Y | +2.2% | +33.4% | -31.2% | -1.7% |
| 3Y | +19.6% | +155.8% | -136.2% | +7.3% |
| 5Y | -2.3% | +214.0% | -216.4% | -14.8% |
| All | +147.8% | +321.9% | -174.1% | +133.5% |
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