+214.3%
USFD vs BBWI
-67.6%
+281.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +10.2% | +12.9% | -2.7% | +7.3% |
| 3M | -1.5% | +16.0% | -17.5% | -5.2% |
| 6M | +27.3% | +16.6% | +10.7% | +21.2% |
| YTD | +44.0% | +9.7% | +34.2% | +37.0% |
| 1Y | +50.4% | +1.5% | +48.9% | +43.9% |
| 3Y | +153.6% | -21.4% | +174.9% | +140.6% |
| All | +214.3% | -67.6% | +281.9% | +312.3% |
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