+532.4%
WMT vs USFD
+339.9%
+192.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +1.6% | +3.0% | -1.3% | +1.3% |
| 30D | +16.1% | +11.1% | +5.0% | +14.7% |
| 3M | +12.3% | -0.3% | +12.6% | +12.2% |
| 6M | -3.1% | +15.9% | -19.0% | -4.8% |
| YTD | +13.4% | +41.6% | -28.2% | +9.0% |
| 1Y | +24.5% | +49.4% | -24.9% | +19.0% |
| 3Y | +135.7% | +157.8% | -22.2% | +114.6% |
| 5Y | +166.8% | +176.6% | -9.8% | +139.3% |
| 10Y | +543.4% | +375.4% | +168.1% | +487.8% |
| All | +532.4% | +339.9% | +192.5% | +477.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling