+72.2%
FDX vs NWSA
+2.0%
+70.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.3% | -3.1% | +0.7% | -2.1% |
| 30D | -4.9% | +4.3% | -9.2% | -5.1% |
| 3M | -6.5% | +9.2% | -15.7% | -6.8% |
| 6M | +6.7% | +21.6% | -14.9% | +5.3% |
| YTD | +33.9% | +14.2% | +19.7% | +32.3% |
| 1Y | +72.2% | +1.8% | +70.4% | +68.2% |
| All | +72.2% | +2.0% | +70.2% | +68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling