+156.3%
FDX vs WAB
+305.5%
-149.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.7% | +1.1% |
| 7D | +0.2% | +4.0% | -3.8% | -1.7% |
| 30D | +9.3% | +4.5% | +4.8% | +6.9% |
| 3M | +0.5% | +2.3% | -1.8% | -0.9% |
| 6M | +5.3% | +12.5% | -7.2% | -1.1% |
| YTD | +38.6% | +40.2% | -1.6% | +17.4% |
| 1Y | +53.5% | +45.2% | +8.3% | +27.8% |
| 3Y | +74.2% | +171.8% | -97.6% | +6.9% |
| 5Y | +75.3% | +217.6% | -142.3% | -1.1% |
| 10Y | +156.3% | +285.3% | -129.0% | +18.9% |
| All | +156.3% | +305.5% | -149.2% | +18.9% |
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