+75.3%
FDX vs GWW
+220.1%
-144.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.2% |
| 7D | +0.2% | +5.3% | -5.1% | -2.2% |
| 30D | +9.3% | +12.4% | -3.1% | +3.5% |
| 3M | +0.5% | +13.7% | -13.3% | -5.4% |
| 6M | +5.3% | +18.0% | -12.7% | -3.0% |
| YTD | +38.6% | +44.6% | -6.0% | +15.5% |
| 1Y | +53.5% | +53.1% | +0.4% | +24.4% |
| 3Y | +74.2% | +90.2% | -16.0% | +27.2% |
| 5Y | +75.3% | +215.0% | -139.7% | -6.0% |
| All | +75.3% | +220.1% | -144.8% | -6.0% |
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