+328.2%
USFD vs BBWI
-43.8%
+372.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.7% |
| 7D | +3.0% | -6.2% | +9.1% | +4.7% |
| 30D | +11.1% | +19.9% | -8.9% | +5.8% |
| 3M | -0.3% | +7.1% | -7.4% | -3.0% |
| 6M | +15.9% | +13.7% | +2.2% | +9.7% |
| YTD | +41.6% | +9.6% | +32.0% | +33.2% |
| 1Y | +49.4% | -1.6% | +51.0% | +42.6% |
| 3Y | +157.8% | -25.9% | +183.7% | +149.7% |
| 5Y | +176.6% | -67.8% | +244.4% | +228.5% |
| 10Y | +375.4% | -43.5% | +418.8% | +224.8% |
| All | +328.2% | -43.8% | +372.0% | +188.7% |
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