+192.6%
USFD vs BBWI
-67.9%
+260.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.5% |
| 7D | +3.0% | -6.2% | +9.1% | +4.4% |
| 30D | +11.1% | +19.9% | -8.9% | +6.8% |
| 3M | -0.3% | +7.1% | -7.4% | -2.4% |
| 6M | +15.9% | +13.7% | +2.2% | +10.9% |
| YTD | +41.6% | +9.6% | +32.0% | +34.8% |
| 1Y | +49.4% | -1.6% | +51.0% | +44.2% |
| 3Y | +157.8% | -25.9% | +183.7% | +149.5% |
| All | +192.6% | -67.9% | +260.5% | +280.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling