+376.6%
USFD vs BBWI
-44.4%
+421.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +8.4% | -4.2% | +12.6% | +9.7% |
| 30D | +12.7% | +24.9% | -12.1% | +6.3% |
| 3M | +1.1% | +13.2% | -12.1% | -3.0% |
| 6M | +30.2% | +12.1% | +18.0% | +23.7% |
| YTD | +45.8% | +11.1% | +34.8% | +36.6% |
| 1Y | +51.9% | +0.7% | +51.2% | +44.0% |
| 3Y | +158.5% | -23.8% | +182.2% | +148.3% |
| 5Y | +208.0% | -66.9% | +275.0% | +263.6% |
| 10Y | +376.6% | -45.3% | +421.9% | +219.9% |
| All | +376.6% | -44.4% | +421.0% | +219.9% |
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