+329.7%
USFD vs NWSA
+143.8%
+185.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | 0.0% |
| 7D | -3.3% | -2.6% | -0.7% | -2.0% |
| 30D | -5.3% | +4.6% | -9.9% | -7.5% |
| 3M | +18.8% | +10.2% | +8.6% | +12.5% |
| 6M | +14.3% | +21.6% | -7.3% | +2.2% |
| YTD | +36.9% | +14.6% | +22.2% | +24.9% |
| 1Y | +31.7% | +0.4% | +31.4% | +28.7% |
| 3Y | +164.5% | +45.0% | +119.5% | +106.9% |
| 5Y | +212.6% | +41.3% | +171.3% | +141.7% |
| 10Y | +329.7% | +142.8% | +186.9% | +128.7% |
| All | +329.7% | +143.8% | +185.9% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling