+168.5%
WMT vs USFD
+188.3%
-19.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +1.6% | +3.0% | -1.3% | +0.9% |
| 30D | +16.1% | +11.1% | +5.0% | +13.3% |
| 3M | +12.3% | -0.3% | +12.6% | +12.1% |
| 6M | -3.1% | +15.9% | -19.0% | -6.7% |
| YTD | +13.4% | +41.6% | -28.2% | +4.4% |
| 1Y | +24.5% | +49.4% | -24.9% | +13.2% |
| 3Y | +135.7% | +157.8% | -22.2% | +94.1% |
| All | +168.5% | +188.3% | -19.7% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling