+62.8%
FDX vs NWSA
+44.8%
+18.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -1.9% |
| 7D | -3.3% | -2.6% | -0.7% | -2.4% |
| 30D | -1.4% | +4.6% | -6.0% | -2.9% |
| 3M | -4.5% | +10.2% | -14.7% | -8.1% |
| 6M | +9.4% | +21.6% | -12.2% | +1.1% |
| YTD | +36.0% | +14.6% | +21.4% | +28.2% |
| 1Y | +75.5% | +0.4% | +75.2% | +75.8% |
| 3Y | +62.8% | +45.0% | +17.8% | +34.9% |
| All | +62.8% | +44.8% | +18.0% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling