+432.9%
WMB vs USFD
+340.6%
+92.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -4.4% |
| 7D | -14.2% | +3.9% | -18.1% | -15.6% |
| 30D | -11.2% | +10.7% | -21.9% | -14.7% |
| 3M | -9.9% | +6.3% | -16.2% | -12.4% |
| 6M | -14.4% | +16.2% | -30.6% | -19.7% |
| YTD | +9.2% | +41.9% | -32.6% | -5.3% |
| 1Y | +15.1% | +44.2% | -29.1% | -1.1% |
| 3Y | +99.2% | +159.8% | -60.6% | +37.3% |
| 5Y | +180.2% | +177.1% | +3.1% | +81.9% |
| 10Y | +273.7% | +376.2% | -102.4% | +61.8% |
| All | +432.9% | +340.6% | +92.2% | +145.3% |
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