+544.2%
WMT vs USFD
+359.9%
+184.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.0% | +1.7% | +0.4% | +1.8% |
| 30D | +10.3% | +10.2% | +0.1% | +9.1% |
| 3M | +11.0% | -1.5% | +12.4% | +11.0% |
| 6M | -2.3% | +27.3% | -29.7% | -5.1% |
| YTD | +15.7% | +44.0% | -28.3% | +11.0% |
| 1Y | +26.0% | +50.4% | -24.4% | +20.3% |
| 3Y | +136.5% | +153.6% | -17.1% | +115.3% |
| 5Y | +176.8% | +219.0% | -42.1% | +145.5% |
| All | +544.2% | +359.9% | +184.3% | +470.6% |
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