+199.2%
USFD vs WSM
+176.6%
+22.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.3% |
| 7D | +3.0% | +0.5% | +2.4% | +2.9% |
| 30D | +11.1% | +6.0% | +5.1% | +9.5% |
| 3M | -0.3% | +3.2% | -3.5% | -1.1% |
| 6M | +15.9% | +37.1% | -21.2% | +6.6% |
| YTD | +41.6% | +44.2% | -2.6% | +27.9% |
| 1Y | +49.4% | +34.2% | +15.2% | +37.2% |
| 3Y | +157.8% | +249.3% | -91.4% | +63.7% |
| All | +199.2% | +176.6% | +22.6% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling