+175.5%
FDX vs BWA
+142.9%
+32.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.8% |
| 7D | -3.3% | +4.3% | -7.6% | -5.1% |
| 30D | -1.4% | -2.9% | +1.5% | -0.5% |
| 3M | -4.5% | -12.4% | +7.9% | +0.3% |
| 6M | +9.4% | +28.6% | -19.2% | -3.6% |
| YTD | +36.0% | +48.2% | -12.2% | +10.0% |
| 1Y | +75.5% | +50.9% | +24.6% | +40.1% |
| 3Y | +62.8% | +72.2% | -9.4% | +18.3% |
| 5Y | +64.4% | +91.1% | -26.7% | +9.4% |
| 10Y | +175.5% | +144.0% | +31.4% | +55.7% |
| All | +175.5% | +142.9% | +32.5% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling