+523.5%
WMT vs USFD
+369.2%
+154.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.6% | +8.4% | -7.8% | -0.4% |
| 30D | +12.8% | +12.7% | 0.0% | +11.2% |
| 3M | +11.7% | +1.1% | +10.6% | +11.5% |
| 6M | -3.5% | +30.2% | -33.7% | -6.4% |
| YTD | +13.4% | +45.8% | -32.4% | +8.7% |
| 1Y | +23.6% | +51.9% | -28.3% | +17.9% |
| 3Y | +133.9% | +158.5% | -24.6% | +112.5% |
| 5Y | +170.1% | +208.0% | -37.9% | +140.0% |
| 10Y | +523.5% | +376.6% | +146.9% | +450.6% |
| All | +523.5% | +369.2% | +154.3% | +450.6% |
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