+371.2%
USFD vs BBWI
-41.3%
+412.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.6% |
| 7D | +3.9% | -6.2% | +10.1% | +5.7% |
| 30D | +12.8% | +25.5% | -12.7% | +6.2% |
| 3M | +1.0% | +8.0% | -7.0% | -2.0% |
| 6M | +30.3% | +12.7% | +17.6% | +23.7% |
| YTD | +46.0% | +11.6% | +34.3% | +36.6% |
| 1Y | +49.6% | -0.9% | +50.5% | +42.5% |
| 3Y | +166.3% | -22.7% | +189.0% | +154.7% |
| 5Y | +208.4% | -67.2% | +275.6% | +264.8% |
| 10Y | +371.2% | -43.7% | +414.9% | +210.8% |
| All | +371.2% | -41.3% | +412.5% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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