+24.8%
USFD vs WSM
+14.1%
+10.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.3% | -5.4% |
| 7D | -7.0% | +2.6% | -9.6% | -7.4% |
| 30D | -10.3% | -9.3% | -1.0% | -8.8% |
| 3M | +9.2% | +7.1% | +2.1% | +7.7% |
| 6M | +7.4% | +21.7% | -14.3% | +3.4% |
| YTD | +29.4% | +28.7% | +0.6% | +22.7% |
| 1Y | +24.8% | +13.9% | +11.0% | +21.3% |
| All | +24.8% | +14.1% | +10.7% | +21.3% |
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