+499.1%
FDX vs SW
+743.1%
-243.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +3.2% |
| 7D | +8.1% | +12.1% | -3.9% | +7.1% |
| 30D | +13.9% | +6.6% | +7.4% | +13.3% |
| 3M | +5.5% | -6.0% | +11.6% | +6.0% |
| 6M | +15.1% | +21.5% | -6.3% | +13.0% |
| YTD | +43.2% | +20.3% | +22.9% | +40.4% |
| 1Y | +65.0% | +28.1% | +36.9% | +60.9% |
| 3Y | +75.7% | +51.6% | +24.1% | +68.9% |
| 5Y | +84.4% | -0.1% | +84.5% | +78.8% |
| 10Y | +174.4% | +189.7% | -15.3% | +151.8% |
| All | +499.1% | +743.1% | -243.9% | +421.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling