+76.2%
FDX vs BBWI
-67.6%
+143.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +11.3% | +12.9% | -1.6% | +8.5% |
| 3M | -4.1% | +16.0% | -20.1% | -7.5% |
| 6M | +9.6% | +16.6% | -7.0% | +4.5% |
| YTD | +40.9% | +9.7% | +31.2% | +34.9% |
| 1Y | +53.0% | +1.5% | +51.5% | +47.3% |
| 3Y | +74.1% | -21.4% | +95.4% | +69.2% |
| All | +76.2% | -67.6% | +143.8% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling