+328.2%
USFD vs BWA
+92.5%
+235.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.4% |
| 7D | +3.0% | -5.5% | +8.4% | +5.5% |
| 30D | +11.1% | -21.7% | +32.8% | +23.7% |
| 3M | -0.3% | -25.6% | +25.3% | +13.1% |
| 6M | +15.9% | -17.4% | +33.3% | +22.6% |
| YTD | +41.6% | +9.2% | +32.4% | +26.8% |
| 1Y | +49.4% | +9.7% | +39.7% | +33.0% |
| 3Y | +157.8% | +54.6% | +103.2% | +82.7% |
| 5Y | +176.6% | +26.8% | +149.9% | +110.6% |
| 10Y | +375.4% | +89.0% | +286.4% | +161.8% |
| All | +328.2% | +92.5% | +235.7% | +134.3% |
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