+182.8%
FDX vs WAB
+280.9%
-98.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -2.5% | -3.2% | +0.7% | -1.1% |
| 30D | +3.8% | -4.4% | +8.2% | +6.0% |
| 3M | -1.3% | +7.9% | -9.2% | -5.1% |
| 6M | +5.0% | +8.7% | -3.7% | +0.5% |
| YTD | +39.6% | +33.0% | +6.7% | +21.7% |
| 1Y | +81.1% | +46.7% | +34.5% | +50.5% |
| 3Y | +63.0% | +153.0% | -90.0% | +3.9% |
| 5Y | +65.6% | +222.3% | -156.7% | -6.5% |
| All | +182.8% | +280.9% | -98.1% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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