+64.4%
FDX vs GWW
+222.6%
-158.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.4% |
| 7D | -3.3% | -1.5% | -1.8% | -2.6% |
| 30D | -1.4% | +1.1% | -2.5% | -1.9% |
| 3M | -4.5% | -1.0% | -3.5% | -4.4% |
| 6M | +9.4% | +16.3% | -6.9% | +1.5% |
| YTD | +36.0% | +28.5% | +7.5% | +20.2% |
| 1Y | +75.5% | +30.3% | +45.2% | +53.8% |
| 3Y | +62.8% | +91.6% | -28.8% | +19.7% |
| 5Y | +64.4% | +224.0% | -159.6% | -4.8% |
| All | +64.4% | +222.6% | -158.2% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling