+341.3%
USFD vs SWK
+37.4%
+303.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +13.1% | -4.6% | +2.2% |
| 7D | +7.8% | +17.9% | -10.0% | -0.3% |
| 30D | +16.2% | +31.9% | -15.8% | +1.7% |
| 3M | +11.0% | +16.6% | -5.6% | +2.8% |
| 6M | +20.7% | +61.1% | -40.4% | -5.3% |
| YTD | +46.0% | +64.2% | -18.3% | +11.7% |
| 1Y | +49.8% | +85.2% | -35.4% | +7.6% |
| 3Y | +167.3% | +50.2% | +117.1% | +96.1% |
| 5Y | +197.2% | -22.8% | +220.0% | +211.8% |
| 10Y | +389.9% | +35.8% | +354.1% | +274.3% |
| All | +341.3% | +37.4% | +303.9% | +238.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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