+153.4%
FDX vs GWW
+663.6%
-510.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.6% |
| 7D | +0.5% | +5.5% | -5.1% | -2.0% |
| 30D | +9.5% | +14.4% | -4.9% | +2.9% |
| 3M | -1.3% | +13.7% | -15.1% | -7.1% |
| 6M | +5.5% | +20.1% | -14.5% | -3.5% |
| YTD | +38.9% | +47.1% | -8.2% | +15.2% |
| 1Y | +58.8% | +56.2% | +2.6% | +28.0% |
| 3Y | +71.1% | +90.5% | -19.4% | +24.8% |
| 5Y | +76.3% | +221.2% | -144.9% | -1.0% |
| 10Y | +153.4% | +648.4% | -495.0% | +10.8% |
| All | +153.4% | +663.6% | -510.2% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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