+317.7%
USFD vs BBWI
-48.7%
+366.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.1% |
| 7D | -3.0% | +1.5% | -4.5% | -3.4% |
| 30D | +3.5% | -5.2% | +8.7% | +4.4% |
| 3M | +26.6% | +11.1% | +15.5% | +21.6% |
| 6M | +11.7% | -13.4% | +25.1% | +13.2% |
| YTD | +38.1% | +0.1% | +38.0% | +33.6% |
| 1Y | +33.4% | -36.1% | +69.5% | +43.5% |
| 3Y | +155.8% | -44.1% | +199.9% | +169.4% |
| 5Y | +214.0% | -66.2% | +280.3% | +267.6% |
| 10Y | +320.4% | -54.8% | +375.1% | +199.9% |
| All | +317.7% | -48.7% | +366.3% | +189.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling