+328.2%
USFD vs NWSA
+148.1%
+180.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | 0.0% |
| 7D | +3.0% | -9.4% | +12.3% | +7.6% |
| 30D | +11.1% | -7.8% | +18.8% | +15.1% |
| 3M | -0.3% | -10.8% | +10.5% | +4.6% |
| 6M | +15.9% | +1.1% | +14.8% | +13.5% |
| YTD | +41.6% | +1.8% | +39.8% | +36.4% |
| 1Y | +49.4% | +6.0% | +43.4% | +40.5% |
| 3Y | +157.8% | +24.6% | +133.3% | +118.2% |
| 5Y | +176.6% | +13.1% | +163.5% | +139.7% |
| 10Y | +375.4% | +148.5% | +226.8% | +168.0% |
| All | +328.2% | +148.1% | +180.1% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling