+367.0%
USFD vs BBWI
-45.0%
+412.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.2% | -7.7% | +7.6% | +2.0% |
| 30D | +12.3% | +24.8% | -12.4% | +5.9% |
| 3M | -0.7% | +16.2% | -16.9% | -5.4% |
| 6M | +31.3% | +15.8% | +15.4% | +23.7% |
| YTD | +45.7% | +11.4% | +34.3% | +36.4% |
| 1Y | +52.1% | +3.2% | +48.9% | +43.2% |
| 3Y | +158.2% | -23.5% | +181.7% | +147.8% |
| 5Y | +213.8% | -67.4% | +281.2% | +272.0% |
| 10Y | +367.0% | -46.0% | +413.0% | +211.0% |
| All | +367.0% | -45.0% | +412.0% | +211.0% |
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