+281.4%
WMB vs USFD
+359.9%
-78.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +7.8% | +1.7% | +6.1% | +7.2% |
| 30D | -5.1% | +10.2% | -15.3% | -8.6% |
| 3M | -4.7% | -1.5% | -3.2% | -4.9% |
| 6M | -7.4% | +27.3% | -34.8% | -15.8% |
| YTD | +17.5% | +44.0% | -26.5% | +1.3% |
| 1Y | +19.5% | +50.4% | -30.9% | +1.3% |
| 3Y | +121.3% | +153.6% | -32.3% | +53.9% |
| 5Y | +200.5% | +219.0% | -18.5% | +85.1% |
| All | +281.4% | +359.9% | -78.6% | +73.7% |
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