+374.7%
FDX vs NWSA
+127.4%
+247.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.3% | +0.2% |
| 7D | -2.5% | -1.9% | -0.7% | -1.7% |
| 30D | +3.8% | +4.6% | -0.8% | +1.7% |
| 3M | -1.3% | +13.2% | -14.5% | -6.9% |
| 6M | +5.0% | +27.0% | -22.0% | -6.0% |
| YTD | +39.6% | +16.8% | +22.8% | +28.8% |
| 1Y | +81.1% | +4.5% | +76.6% | +74.7% |
| 3Y | +63.0% | +46.2% | +16.8% | +34.7% |
| 5Y | +65.6% | +40.9% | +24.7% | +35.2% |
| 10Y | +183.4% | +145.1% | +38.2% | +70.0% |
| All | +374.7% | +127.4% | +247.3% | +190.5% |
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