+158.5%
USFD vs BBWI
-23.6%
+182.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +8.4% | -4.2% | +12.6% | +9.1% |
| 30D | +12.7% | +24.9% | -12.1% | +9.5% |
| 3M | +1.1% | +13.2% | -12.1% | -0.8% |
| 6M | +30.2% | +12.1% | +18.0% | +27.2% |
| YTD | +45.8% | +11.1% | +34.8% | +41.5% |
| 1Y | +51.9% | +0.7% | +51.2% | +48.5% |
| 3Y | +158.5% | -23.8% | +182.2% | +171.6% |
| All | +158.5% | -23.6% | +182.1% | +171.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling