+280.0%
WAB vs USFD
+369.7%
-89.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +1.4% | +3.0% | -1.5% | +0.1% |
| 30D | +0.4% | +11.1% | -10.6% | -3.9% |
| 3M | -3.8% | -0.3% | -3.6% | -4.2% |
| 6M | +5.1% | +15.9% | -10.8% | -1.9% |
| YTD | +33.3% | +41.6% | -8.3% | +13.8% |
| 1Y | +39.8% | +49.4% | -9.6% | +16.6% |
| 3Y | +161.1% | +157.8% | +3.2% | +73.4% |
| 5Y | +209.5% | +176.6% | +32.8% | +94.4% |
| All | +280.0% | +369.7% | -89.7% | +87.7% |
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