+317.7%
USFD vs WSM
+960.5%
-642.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -1.0% |
| 7D | -3.0% | -3.3% | +0.3% | -2.0% |
| 30D | +3.5% | -8.4% | +11.9% | +6.5% |
| 3M | +26.6% | +9.7% | +16.9% | +22.2% |
| 6M | +11.7% | +16.7% | -5.0% | +5.2% |
| YTD | +38.1% | +28.7% | +9.4% | +25.3% |
| 1Y | +33.4% | +13.7% | +19.7% | +25.6% |
| 3Y | +155.8% | +230.1% | -74.3% | +49.0% |
| 5Y | +214.0% | +179.0% | +35.1% | +84.9% |
| 10Y | +320.4% | +1,002.5% | -682.2% | +13.7% |
| All | +317.7% | +960.5% | -642.8% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling