+3,916.3%
FDX vs BBWI
+1,142.2%
+2,774.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.5% | -1.9% |
| 7D | -1.6% | -6.2% | +4.6% | 0.0% |
| 30D | +6.6% | +19.9% | -13.3% | +1.5% |
| 3M | -2.1% | +7.1% | -9.2% | -4.8% |
| 6M | +2.2% | +13.7% | -11.5% | -3.3% |
| YTD | +33.9% | +9.6% | +24.4% | +26.5% |
| 1Y | +50.2% | -1.6% | +51.9% | +43.7% |
| 3Y | +65.5% | -25.9% | +91.4% | +62.5% |
| 5Y | +74.1% | -67.8% | +141.9% | +103.2% |
| 10Y | +156.7% | -43.5% | +200.2% | +112.3% |
| All | +3,916.3% | +1,142.2% | +2,774.1% | +1,001.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling