+30.8%
WAT vs USFD
+188.3%
-157.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.1% | +3.0% | -4.1% | -2.2% |
| 30D | +5.0% | +11.1% | -6.1% | +1.2% |
| 3M | +14.5% | -0.3% | +14.8% | +14.1% |
| 6M | +30.9% | +15.9% | +15.0% | +23.3% |
| YTD | +20.5% | +41.6% | -21.1% | +4.1% |
| 1Y | +23.3% | +49.4% | -26.1% | +4.1% |
| 3Y | +81.5% | +157.8% | -76.4% | +22.8% |
| All | +30.8% | +188.3% | -157.5% | -19.0% |
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