+153.5%
FDX vs GWW
+658.3%
-504.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | +5.2% | +3.6% | +1.6% | +3.5% |
| 30D | +11.3% | +12.1% | -0.8% | +5.5% |
| 3M | -4.1% | +12.9% | -17.0% | -9.5% |
| 6M | +9.6% | +19.3% | -9.7% | +0.5% |
| YTD | +40.9% | +48.7% | -7.8% | +16.3% |
| 1Y | +53.0% | +60.5% | -7.5% | +21.8% |
| 3Y | +74.1% | +93.3% | -19.2% | +26.1% |
| 5Y | +75.1% | +219.0% | -143.9% | -1.4% |
| All | +153.5% | +658.3% | -504.8% | +10.1% |
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