+31.7%
USFD vs NWSA
+2.1%
+29.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -1.0% |
| 7D | -3.3% | -2.6% | -0.7% | -3.4% |
| 30D | -5.3% | +4.6% | -9.9% | -5.2% |
| 3M | +18.8% | +10.2% | +8.6% | +19.2% |
| 6M | +14.3% | +21.6% | -7.3% | +15.9% |
| YTD | +36.9% | +14.6% | +22.2% | +40.8% |
| 1Y | +31.7% | +0.4% | +31.4% | +40.2% |
| All | +31.7% | +2.1% | +29.6% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling