+178.8%
FDX vs NWSA
+143.2%
+35.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -2.3% | -3.4% | +1.1% | -0.8% |
| 30D | -4.9% | +3.9% | -8.8% | -6.5% |
| 3M | -6.5% | +8.9% | -15.3% | -10.4% |
| 6M | +6.7% | +21.2% | -14.5% | -2.8% |
| YTD | +33.9% | +13.8% | +20.0% | +24.6% |
| 1Y | +72.2% | +1.4% | +70.8% | +68.2% |
| 3Y | +60.2% | +44.0% | +16.3% | +32.0% |
| 5Y | +62.9% | +40.5% | +22.5% | +31.7% |
| 10Y | +178.8% | +149.2% | +29.6% | +61.3% |
| All | +178.8% | +143.2% | +35.6% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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