+332.0%
WM vs USFD
+329.0%
+3.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.2% |
| 7D | -0.3% | -3.0% | +2.7% | +0.2% |
| 30D | -2.4% | +3.5% | -5.9% | -2.9% |
| 3M | +0.4% | +26.6% | -26.1% | -3.3% |
| 6M | -9.5% | +11.7% | -21.2% | -11.2% |
| YTD | +0.5% | +38.1% | -37.6% | -5.1% |
| 1Y | -1.1% | +33.4% | -34.5% | -6.2% |
| 3Y | +46.0% | +155.8% | -109.8% | +23.8% |
| 5Y | +51.8% | +214.0% | -162.2% | +22.4% |
| 10Y | +307.5% | +320.4% | -12.8% | +212.4% |
| All | +332.0% | +329.0% | +3.0% | +231.1% |
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 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