+484.3%
FDX vs SW
+755.0%
-270.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -0.7% |
| 7D | -2.5% | -5.1% | +2.6% | -2.1% |
| 30D | +3.8% | -4.6% | +8.4% | +4.2% |
| 3M | -1.3% | +9.4% | -10.7% | -2.2% |
| 6M | +5.0% | +3.5% | +1.5% | +4.4% |
| YTD | +39.6% | +22.0% | +17.6% | +36.8% |
| 1Y | +81.1% | +2.2% | +78.9% | +79.7% |
| 3Y | +63.0% | +19.6% | +43.4% | +59.0% |
| 5Y | +65.6% | -2.3% | +67.9% | +60.7% |
| 10Y | +183.4% | +181.4% | +2.0% | +160.0% |
| All | +484.3% | +755.0% | -270.7% | +408.5% |
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