+317.7%
USFD vs BWA
+166.3%
+151.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -1.6% |
| 7D | -3.0% | +5.7% | -8.7% | -5.5% |
| 30D | +3.5% | +1.4% | +2.1% | +2.5% |
| 3M | +26.6% | -12.1% | +38.7% | +32.6% |
| 6M | +11.7% | +28.6% | -16.9% | -3.7% |
| YTD | +38.1% | +51.1% | -13.0% | +7.2% |
| 1Y | +33.4% | +55.9% | -22.5% | +1.3% |
| 3Y | +155.8% | +70.1% | +85.7% | +77.1% |
| 5Y | +214.0% | +90.7% | +123.3% | +97.3% |
| 10Y | +320.4% | +154.0% | +166.4% | +101.0% |
| All | +317.7% | +166.3% | +151.3% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling