+315.7%
USFD vs WSM
+997.3%
-681.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -7.0% | +2.6% | -9.6% | -7.8% |
| 30D | -10.3% | -9.3% | -1.0% | -7.4% |
| 3M | +9.2% | +7.1% | +2.1% | +6.3% |
| 6M | +7.4% | +21.7% | -14.3% | -0.3% |
| YTD | +29.4% | +28.7% | +0.6% | +17.2% |
| 1Y | +24.8% | +13.9% | +11.0% | +17.4% |
| 3Y | +150.0% | +232.2% | -82.2% | +44.0% |
| 5Y | +195.5% | +176.4% | +19.1% | +73.2% |
| 10Y | +315.7% | +1,072.4% | -756.7% | +8.2% |
| All | +315.7% | +997.3% | -681.6% | +8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling