+66.1%
FDX vs GWW
+96.2%
-30.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.0% |
| 7D | -2.5% | +1.4% | -3.9% | -3.2% |
| 30D | +3.8% | +3.3% | +0.5% | +2.2% |
| 3M | -1.3% | +2.9% | -4.2% | -3.1% |
| 6M | +5.0% | +15.8% | -10.8% | -3.0% |
| YTD | +39.6% | +32.0% | +7.6% | +20.4% |
| 1Y | +81.1% | +29.9% | +51.2% | +57.0% |
| All | +66.1% | +96.2% | -30.1% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling