+317.7%
USFD vs SWK
+12.1%
+305.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | +3.5% | -5.7% | +9.3% | +6.3% |
| 3M | +26.6% | +24.1% | +2.5% | +12.9% |
| 6M | +11.7% | +24.7% | -13.0% | -1.6% |
| YTD | +38.1% | +33.9% | +4.2% | +16.7% |
| 1Y | +33.4% | +34.7% | -1.3% | +11.3% |
| 3Y | +155.8% | +15.3% | +140.5% | +113.9% |
| 5Y | +214.0% | -39.3% | +253.3% | +271.1% |
| 10Y | +320.4% | +2.5% | +317.9% | +255.3% |
| All | +317.7% | +12.1% | +305.6% | +253.4% |
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