+285.3%
WAB vs USFD
+368.6%
-83.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.1% | +4.0% |
| 7D | +4.0% | +3.9% | +0.1% | +2.3% |
| 30D | +4.5% | +12.8% | -8.4% | -0.6% |
| 3M | +2.3% | +1.0% | +1.3% | +1.5% |
| 6M | +12.5% | +30.3% | -17.8% | +0.3% |
| YTD | +40.2% | +46.0% | -5.8% | +18.3% |
| 1Y | +45.2% | +49.6% | -4.4% | +21.1% |
| 3Y | +171.8% | +166.3% | +5.5% | +78.2% |
| 5Y | +217.6% | +208.4% | +9.2% | +91.5% |
| 10Y | +285.3% | +371.2% | -85.9% | +84.7% |
| All | +285.3% | +368.6% | -83.3% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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