+153.6%
USFD vs WSM
+260.3%
-106.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +10.2% | +5.1% | +5.1% | +9.4% |
| 3M | -1.5% | +5.1% | -6.6% | -2.3% |
| 6M | +27.3% | +48.6% | -21.2% | +19.4% |
| YTD | +44.0% | +44.2% | -0.2% | +35.3% |
| 1Y | +50.4% | +38.1% | +12.3% | +42.1% |
| 3Y | +153.6% | +257.2% | -103.7% | +113.0% |
| All | +153.6% | +260.3% | -106.7% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling