+371.2%
USFD vs NWSA
+159.6%
+211.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.7% |
| 7D | +3.9% | -10.5% | +14.4% | +9.5% |
| 30D | +12.8% | -8.8% | +21.6% | +17.7% |
| 3M | +1.0% | -6.5% | +7.5% | +3.7% |
| 6M | +30.3% | -1.3% | +31.6% | +29.3% |
| YTD | +46.0% | +2.5% | +43.5% | +39.9% |
| 1Y | +49.6% | +0.2% | +49.4% | +45.0% |
| 3Y | +166.3% | +27.6% | +138.7% | +120.6% |
| 5Y | +208.4% | +17.0% | +191.4% | +160.5% |
| 10Y | +371.2% | +148.3% | +222.9% | +156.1% |
| All | +371.2% | +159.6% | +211.6% | +156.1% |
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