+4.3%
WMT vs USFD
+24.9%
-20.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.2% |
| 7D | -0.2% | -7.0% | +6.8% | +1.5% |
| 30D | -5.8% | -10.3% | +4.5% | -3.3% |
| 3M | -10.8% | +9.2% | -20.0% | -13.5% |
| 6M | -14.3% | +7.4% | -21.8% | -16.7% |
| YTD | -4.4% | +29.4% | -33.8% | -10.1% |
| 1Y | +4.3% | +24.8% | -20.5% | +2.1% |
| All | +4.3% | +24.9% | -20.6% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling