+431.4%
WMB vs USFD
+339.9%
+91.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -13.8% | +3.0% | -16.8% | -15.0% |
| 30D | -10.3% | +11.1% | -21.4% | -13.9% |
| 3M | -10.1% | -0.3% | -9.8% | -10.6% |
| 6M | -11.8% | +15.9% | -27.7% | -17.3% |
| YTD | +8.9% | +41.6% | -32.7% | -5.5% |
| 1Y | +14.0% | +49.4% | -35.4% | -3.2% |
| 3Y | +100.5% | +157.8% | -57.3% | +38.6% |
| 5Y | +179.5% | +176.6% | +2.9% | +81.5% |
| 10Y | +272.7% | +375.4% | -102.6% | +61.5% |
| All | +431.4% | +339.9% | +91.6% | +144.8% |
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