+27.3%
WAT vs USFD
+49.6%
-22.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.5% | -6.8% | +1.2% |
| 7D | -1.9% | +7.8% | -9.8% | -2.4% |
| 30D | +6.2% | +16.2% | -9.9% | +5.2% |
| 3M | +18.1% | +11.0% | +7.1% | +17.3% |
| 6M | +54.9% | +20.7% | +34.2% | +52.9% |
| YTD | +23.1% | +46.0% | -22.8% | +16.5% |
| 1Y | +27.3% | +49.8% | -22.5% | +19.5% |
| All | +27.3% | +49.6% | -22.3% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling