+4,087.3%
FDX vs GWW
+14,492.5%
-10,405.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -0.9% |
| 7D | -2.5% | +1.4% | -3.9% | -3.1% |
| 30D | +3.8% | +3.3% | +0.5% | +2.4% |
| 3M | -1.3% | +2.9% | -4.2% | -2.7% |
| 6M | +5.0% | +15.8% | -10.8% | -1.6% |
| YTD | +39.6% | +32.0% | +7.6% | +23.4% |
| 1Y | +81.1% | +29.9% | +51.2% | +60.8% |
| 3Y | +63.0% | +91.1% | -28.0% | +21.9% |
| 5Y | +65.6% | +223.9% | -158.3% | -2.7% |
| 10Y | +183.4% | +567.0% | -383.7% | +18.2% |
| All | +4,087.3% | +14,492.5% | -10,405.2% | +503.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling