+149.2%
FDX vs SW
+182.7%
-33.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.6% |
| 7D | -1.6% | +2.3% | -4.0% | -2.0% |
| 30D | +6.6% | +6.8% | -0.2% | +5.5% |
| 3M | -2.1% | -5.2% | +3.1% | -1.4% |
| 6M | +2.2% | +7.4% | -5.3% | +0.6% |
| YTD | +33.9% | +17.4% | +16.5% | +29.7% |
| 1Y | +50.2% | +27.1% | +23.1% | +43.7% |
| 3Y | +65.5% | +47.9% | +17.7% | +54.4% |
| 5Y | +74.1% | -2.6% | +76.6% | +65.0% |
| All | +149.2% | +182.7% | -33.4% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling