+65.0%
FDX vs BBWI
+2.4%
+62.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +3.1% |
| 7D | +8.1% | +8.8% | -0.6% | +7.1% |
| 30D | +13.9% | +34.8% | -20.9% | +10.3% |
| 3M | +5.5% | +12.9% | -7.4% | +3.9% |
| 6M | +15.1% | +29.6% | -14.5% | +10.7% |
| YTD | +43.2% | +20.8% | +22.4% | +39.6% |
| 1Y | +65.0% | +4.1% | +61.0% | +60.8% |
| All | +65.0% | +2.4% | +62.7% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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