+355.3%
FDX vs NWSA
+98.2%
+257.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -1.6% | -9.4% | +7.7% | +2.2% |
| 30D | +6.6% | -7.8% | +14.4% | +9.9% |
| 3M | -2.1% | -10.8% | +8.7% | +2.1% |
| 6M | +2.2% | +1.1% | +1.1% | +0.4% |
| YTD | +33.9% | +1.8% | +32.1% | +30.3% |
| 1Y | +50.2% | +6.0% | +44.2% | +43.4% |
| 3Y | +65.5% | +24.6% | +41.0% | +45.8% |
| 5Y | +74.1% | +13.1% | +60.9% | +55.9% |
| 10Y | +156.7% | +148.5% | +8.2% | +54.3% |
| All | +355.3% | +98.2% | +257.1% | +193.9% |
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 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