+153.6%
USFD vs NWSA
+32.6%
+121.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.5% |
| 7D | +1.7% | +2.2% | -0.5% | +1.1% |
| 30D | +10.2% | -8.8% | +18.9% | +12.7% |
| 3M | -1.5% | -6.5% | +5.0% | 0.0% |
| 6M | +27.3% | +1.5% | +25.8% | +26.4% |
| YTD | +44.0% | +4.0% | +40.0% | +42.0% |
| 1Y | +50.4% | +3.4% | +46.9% | +48.5% |
| 3Y | +153.6% | +34.8% | +118.7% | +135.5% |
| All | +153.6% | +32.6% | +121.0% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling