+199.5%
WAT vs USFD
+329.0%
-129.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -1.3% | -3.0% | +1.7% | -0.6% |
| 30D | +2.3% | +3.5% | -1.2% | +1.5% |
| 3M | +8.7% | +26.6% | -17.8% | +2.8% |
| 6M | +28.3% | +11.7% | +16.6% | +24.7% |
| YTD | +7.8% | +38.1% | -30.4% | -0.8% |
| 1Y | +36.6% | +33.4% | +3.2% | +26.6% |
| 3Y | +45.7% | +155.8% | -110.1% | +16.4% |
| 5Y | -3.3% | +214.0% | -217.3% | -27.2% |
| 10Y | +162.1% | +320.4% | -158.3% | +79.5% |
| All | +199.5% | +329.0% | -129.6% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling