+317.7%
USFD vs NWSA
+184.8%
+132.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.5% |
| 7D | -3.0% | -1.9% | -1.1% | -2.1% |
| 30D | +3.5% | +4.6% | -1.0% | +1.1% |
| 3M | +26.6% | +13.2% | +13.3% | +18.4% |
| 6M | +11.7% | +27.0% | -15.3% | -2.0% |
| YTD | +38.1% | +16.8% | +21.3% | +25.1% |
| 1Y | +33.4% | +4.5% | +28.9% | +27.6% |
| 3Y | +155.8% | +46.2% | +109.6% | +100.5% |
| 5Y | +214.0% | +40.9% | +173.1% | +144.8% |
| 10Y | +320.4% | +145.1% | +175.2% | +126.2% |
| All | +317.7% | +184.8% | +132.9% | +122.2% |
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 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