+228.3%
WAT vs USFD
+359.9%
-131.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.6% | +1.7% | -1.1% | +0.2% |
| 30D | +5.4% | +10.2% | -4.7% | +3.0% |
| 3M | +11.3% | -1.5% | +12.8% | +11.4% |
| 6M | +37.4% | +27.3% | +10.1% | +29.4% |
| YTD | +21.2% | +44.0% | -22.8% | +10.2% |
| 1Y | +21.3% | +50.4% | -29.0% | +9.2% |
| 3Y | +83.4% | +153.6% | -70.2% | +46.2% |
| 5Y | +29.0% | +219.0% | -190.0% | -3.4% |
| All | +228.3% | +359.9% | -131.6% | +116.4% |
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