+235.9%
WAT vs USFD
+365.4%
-129.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +9.0% | +12.3% | -3.4% | +6.0% |
| 3M | +13.5% | -0.7% | +14.2% | +13.3% |
| 6M | +35.3% | +31.3% | +4.0% | +26.5% |
| YTD | +24.0% | +45.7% | -21.7% | +12.4% |
| 1Y | +22.0% | +52.1% | -30.2% | +9.4% |
| 3Y | +84.0% | +158.2% | -74.2% | +46.1% |
| 5Y | +34.4% | +213.8% | -179.4% | +0.9% |
| All | +235.9% | +365.4% | -129.5% | +120.8% |
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