+10.8%
WBD vs USFD
+322.5%
-311.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.1% |
| 7D | -0.7% | -3.3% | +2.6% | +0.6% |
| 30D | +5.0% | -5.3% | +10.3% | +7.3% |
| 3M | +6.2% | +18.8% | -12.5% | -1.3% |
| 6M | +0.6% | +14.3% | -13.7% | -5.5% |
| YTD | -2.4% | +36.9% | -39.3% | -15.8% |
| 1Y | +127.7% | +31.7% | +96.0% | +99.2% |
| 3Y | +148.4% | +164.5% | -16.1% | +66.2% |
| 5Y | +4.2% | +212.6% | -208.4% | -34.4% |
| 10Y | +10.8% | +329.7% | -318.9% | -43.4% |
| All | +10.8% | +322.5% | -311.7% | -43.4% |
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