+322.9%
WMB vs USFD
+321.9%
+1.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.6% | -3.0% | +3.6% | +1.6% |
| 30D | +3.3% | +3.5% | -0.3% | +1.8% |
| 3M | +3.1% | +26.6% | -23.4% | -5.4% |
| 6M | -0.7% | +11.7% | -12.4% | -5.2% |
| YTD | +25.2% | +38.1% | -13.0% | +10.1% |
| 1Y | +32.9% | +33.4% | -0.5% | +18.0% |
| 3Y | +140.6% | +155.8% | -15.3% | +67.3% |
| 5Y | +273.5% | +214.0% | +59.4% | +131.6% |
| All | +322.9% | +321.9% | +1.0% | +93.2% |
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