+142.3%
WMB vs USFD
+156.9%
-14.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.6% | -3.0% | +3.6% | +1.1% |
| 30D | +3.3% | +3.5% | -0.3% | +2.4% |
| 3M | +3.1% | +26.6% | -23.4% | -2.3% |
| 6M | -0.7% | +11.7% | -12.4% | -3.3% |
| YTD | +25.2% | +38.1% | -13.0% | +14.3% |
| 1Y | +32.9% | +33.4% | -0.5% | +22.4% |
| All | +142.3% | +156.9% | -14.6% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling