+49.8%
USFD vs WSM
+44.0%
+5.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +6.5% | +2.0% | +6.9% |
| 7D | +7.8% | +8.0% | -0.1% | +6.0% |
| 30D | +16.2% | +13.5% | +2.7% | +13.2% |
| 3M | +11.0% | +8.8% | +2.1% | +8.8% |
| 6M | +20.7% | +54.7% | -34.0% | +11.0% |
| YTD | +46.0% | +53.3% | -7.3% | +32.8% |
| 1Y | +49.8% | +41.1% | +8.7% | +40.1% |
| All | +49.8% | +44.0% | +5.8% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling