+259.9%
WMB vs USFD
+368.6%
-108.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.7% |
| 7D | -6.7% | +3.9% | -10.6% | -8.1% |
| 30D | -8.6% | +12.8% | -21.4% | -12.6% |
| 3M | -4.9% | +1.0% | -5.9% | -5.9% |
| 6M | -6.3% | +30.3% | -36.6% | -15.4% |
| YTD | +13.0% | +46.0% | -33.0% | -2.9% |
| 1Y | +14.9% | +49.6% | -34.7% | -2.3% |
| 3Y | +113.4% | +166.3% | -52.9% | +46.0% |
| 5Y | +190.2% | +208.4% | -18.2% | +81.2% |
| 10Y | +259.9% | +371.2% | -111.4% | +63.6% |
| All | +259.9% | +368.6% | -108.8% | +63.6% |
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 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