-3.2%
WAT vs USFD
+215.8%
-219.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -1.3% | -3.0% | +1.7% | -0.4% |
| 30D | +2.3% | +3.5% | -1.2% | +1.1% |
| 3M | +8.7% | +26.6% | -17.8% | +0.3% |
| 6M | +28.3% | +11.7% | +16.6% | +23.1% |
| YTD | +7.8% | +38.1% | -30.4% | -4.9% |
| 1Y | +36.6% | +33.4% | +3.2% | +21.7% |
| 3Y | +45.7% | +155.8% | -110.1% | +2.4% |
| All | -3.2% | +215.8% | -219.1% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling