+67.1%
FDX vs SW
-2.3%
+69.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.8% |
| 7D | -2.5% | -5.1% | +2.6% | -1.6% |
| 30D | +3.8% | -4.6% | +8.4% | +4.6% |
| 3M | -1.3% | +9.4% | -10.7% | -3.4% |
| 6M | +5.0% | +3.5% | +1.5% | +3.6% |
| YTD | +39.6% | +22.0% | +17.6% | +33.3% |
| 1Y | +81.1% | +2.2% | +78.9% | +77.7% |
| 3Y | +63.0% | +19.6% | +43.4% | +54.4% |
| All | +67.1% | -2.3% | +69.4% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling