+216.3%
USFD vs BWA
+91.4%
+125.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.3% |
| 7D | -3.0% | +5.7% | -8.7% | -4.9% |
| 30D | +3.5% | +1.4% | +2.1% | +2.8% |
| 3M | +26.6% | -12.1% | +38.7% | +31.4% |
| 6M | +11.7% | +28.6% | -16.9% | -0.4% |
| YTD | +38.1% | +51.1% | -13.0% | +12.9% |
| 1Y | +33.4% | +55.9% | -22.5% | +7.1% |
| 3Y | +155.8% | +70.1% | +85.7% | +92.4% |
| All | +216.3% | +91.4% | +125.0% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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