+74.1%
FDX vs BWA
+64.0%
+10.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +5.2% | +4.3% | +0.9% | +3.9% |
| 30D | +11.3% | -13.0% | +24.3% | +15.8% |
| 3M | -4.1% | -24.8% | +20.7% | +4.0% |
| 6M | +9.6% | -23.5% | +33.2% | +17.4% |
| YTD | +40.9% | +13.8% | +27.1% | +27.0% |
| 1Y | +53.0% | +13.4% | +39.6% | +37.9% |
| 3Y | +74.1% | +62.8% | +11.3% | +30.3% |
| All | +74.1% | +64.0% | +10.1% | +30.3% |
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