+4.4%
WBD vs USFD
+329.0%
-324.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -1.8% | -3.0% | +1.2% | -0.6% |
| 30D | +8.8% | +3.5% | +5.2% | +7.1% |
| 3M | +4.6% | +26.6% | -21.9% | -5.2% |
| 6M | +1.1% | +11.7% | -10.6% | -4.2% |
| YTD | -2.0% | +38.1% | -40.1% | -15.6% |
| 1Y | +140.0% | +33.4% | +106.6% | +109.2% |
| 3Y | +144.4% | +155.8% | -11.4% | +66.1% |
| 5Y | -0.2% | +214.0% | -214.2% | -37.0% |
| 10Y | +9.1% | +320.4% | -311.2% | -43.8% |
| All | +4.4% | +329.0% | -324.7% | -46.2% |
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