+372.0%
FDX vs NWSA
+99.8%
+272.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | +0.5% | -9.7% | +10.1% | +4.5% |
| 30D | +9.5% | -8.6% | +18.1% | +13.3% |
| 3M | -1.3% | -6.3% | +4.9% | +0.9% |
| 6M | +5.5% | -1.2% | +6.7% | +4.8% |
| YTD | +38.9% | +2.6% | +36.2% | +34.7% |
| 1Y | +58.8% | 0.0% | +58.8% | +55.7% |
| 3Y | +71.1% | +30.1% | +41.1% | +48.0% |
| 5Y | +76.3% | +18.3% | +58.0% | +55.0% |
| 10Y | +153.4% | +149.3% | +4.1% | +52.2% |
| All | +372.0% | +99.8% | +272.2% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling