+372.6%
WM vs USFD
+353.3%
+19.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.8% | +0.3% |
| 7D | +5.9% | +7.8% | -1.9% | +4.6% |
| 30D | +15.4% | +16.2% | -0.8% | +12.6% |
| 3M | +6.3% | +11.0% | -4.6% | +4.4% |
| 6M | +5.6% | +20.7% | -15.1% | +2.2% |
| YTD | +9.9% | +46.0% | -36.0% | +2.8% |
| 1Y | +20.8% | +49.8% | -29.0% | +12.4% |
| 3Y | +48.5% | +167.3% | -118.8% | +25.0% |
| 5Y | +60.6% | +197.2% | -136.6% | +30.6% |
| 10Y | +349.8% | +389.9% | -40.1% | +239.8% |
| All | +372.6% | +353.3% | +19.3% | +258.6% |
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