+234.7%
WAT vs USFD
+339.9%
-105.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.1% | +3.0% | -4.1% | -1.9% |
| 30D | +5.0% | +11.1% | -6.1% | +2.4% |
| 3M | +14.5% | -0.3% | +14.8% | +14.2% |
| 6M | +30.9% | +15.9% | +15.0% | +25.8% |
| YTD | +20.5% | +41.6% | -21.1% | +10.0% |
| 1Y | +23.3% | +49.4% | -26.1% | +11.1% |
| 3Y | +81.5% | +157.8% | -76.4% | +44.3% |
| 5Y | +33.4% | +176.6% | -143.2% | +2.7% |
| 10Y | +231.5% | +375.4% | -143.9% | +123.9% |
| All | +234.7% | +339.9% | -105.2% | +127.0% |
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 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