+283.6%
WAB vs USFD
+322.6%
-39.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -3.2% | -3.0% | -0.2% | -2.1% |
| 30D | -4.4% | +3.5% | -8.0% | -5.9% |
| 3M | +7.9% | +26.6% | -18.7% | -2.3% |
| 6M | +8.7% | +11.7% | -3.0% | +3.3% |
| YTD | +33.0% | +38.1% | -5.2% | +15.1% |
| 1Y | +46.7% | +33.4% | +13.3% | +28.3% |
| 3Y | +153.0% | +155.8% | -2.8% | +69.0% |
| 5Y | +222.3% | +214.0% | +8.2% | +92.9% |
| All | +283.6% | +322.6% | -39.0% | +86.7% |
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