+52.1%
USFD vs BBWI
-1.7%
+53.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.9% |
| 7D | +3.9% | -6.2% | +10.1% | +4.6% |
| 30D | +12.8% | +25.5% | -12.7% | +10.9% |
| 3M | +1.0% | +8.0% | -7.0% | +0.4% |
| 6M | +30.3% | +12.7% | +17.6% | +28.6% |
| YTD | +46.0% | +11.6% | +34.3% | +44.0% |
| All | +52.1% | -1.7% | +53.8% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling