+3,390.5%
FDX vs BWA
+2,496.1%
+894.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.7% |
| 7D | -1.6% | -5.5% | +3.8% | +0.3% |
| 30D | +6.6% | -21.7% | +28.3% | +16.5% |
| 3M | -2.1% | -25.6% | +23.6% | +8.5% |
| 6M | +2.2% | -17.4% | +19.6% | +7.8% |
| YTD | +33.9% | +9.2% | +24.8% | +25.0% |
| 1Y | +50.2% | +9.7% | +40.5% | +39.7% |
| 3Y | +65.5% | +54.6% | +10.9% | +32.7% |
| 5Y | +74.1% | +26.8% | +47.3% | +46.5% |
| 10Y | +156.7% | +89.0% | +67.7% | +77.3% |
| All | +3,390.5% | +2,496.1% | +894.3% | +916.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling