+287.6%
WAB vs USFD
+329.0%
-41.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 6M | +8.7% | +11.7% | -3.0% | +3.4% |
| YTD | +33.0% | +38.1% | -5.2% | +15.3% |
| 1Y | +46.7% | +33.4% | +13.3% | +28.5% |
| 3Y | +153.0% | +155.8% | -2.8% | +69.5% |
| 5Y | +222.3% | +214.0% | +8.2% | +93.7% |
| 10Y | +291.0% | +320.4% | -29.4% | +91.4% |
| All | +287.6% | +329.0% | -41.4% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling