+65.8%
FDX vs BWA
+71.5%
-5.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.3% | -1.3% |
| 7D | -2.5% | +5.7% | -8.2% | -4.1% |
| 30D | +3.8% | +1.4% | +2.4% | +3.1% |
| 3M | -1.3% | -12.1% | +10.8% | +2.1% |
| 6M | +5.0% | +28.6% | -23.5% | -3.9% |
| YTD | +39.6% | +51.1% | -11.4% | +18.4% |
| 1Y | +81.1% | +55.9% | +25.3% | +51.3% |
| All | +65.8% | +71.5% | -5.7% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling