+433.7%
WMT vs USFD
+306.5%
+127.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.4% |
| 7D | -0.2% | -7.0% | +6.8% | +0.5% |
| 30D | -5.8% | -10.3% | +4.5% | -4.7% |
| 3M | -10.8% | +9.2% | -20.0% | -11.7% |
| 6M | -14.3% | +7.4% | -21.8% | -15.1% |
| YTD | -4.4% | +29.4% | -33.8% | -7.1% |
| 1Y | +4.3% | +24.8% | -20.5% | +1.7% |
| 3Y | +100.1% | +150.0% | -49.9% | +82.9% |
| 5Y | +130.8% | +195.5% | -64.7% | +106.6% |
| 10Y | +433.7% | +315.7% | +118.0% | +381.5% |
| All | +433.7% | +306.5% | +127.2% | +381.5% |
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