+345.7%
WM vs USFD
+370.5%
-24.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.6% |
| 7D | +4.5% | +3.9% | +0.6% | +3.8% |
| 30D | +16.1% | +10.7% | +5.4% | +14.1% |
| 3M | +8.0% | +6.3% | +1.7% | +6.8% |
| 6M | +8.4% | +16.2% | -7.8% | +5.6% |
| YTD | +11.2% | +41.9% | -30.6% | +4.4% |
| 1Y | +22.3% | +44.2% | -21.9% | +14.4% |
| 3Y | +50.2% | +159.8% | -109.5% | +26.9% |
| 5Y | +63.3% | +177.1% | -113.8% | +34.2% |
| All | +345.7% | +370.5% | -24.8% | +241.9% |
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