+59.7%
WM vs USFD
+188.3%
-128.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +1.2% | +3.0% | -1.7% | +0.6% |
| 30D | +13.1% | +11.1% | +2.0% | +11.0% |
| 3M | +3.6% | -0.3% | +3.9% | +3.5% |
| 6M | +8.1% | +15.9% | -7.8% | +5.2% |
| YTD | +8.9% | +41.6% | -32.7% | +1.9% |
| 1Y | +20.3% | +49.4% | -29.1% | +11.4% |
| 3Y | +46.2% | +157.8% | -111.7% | +21.8% |
| All | +59.7% | +188.3% | -128.6% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling