+149.8%
FDX vs WAB
+269.8%
-120.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +0.8% | +7.9% | -7.1% | -2.8% |
| 30D | +9.9% | +4.9% | +5.0% | +7.2% |
| 3M | -1.9% | +1.8% | -3.7% | -3.1% |
| 6M | +6.1% | +12.0% | -5.9% | -0.2% |
| YTD | +38.8% | +41.3% | -2.5% | +17.1% |
| 1Y | +50.0% | +43.8% | +6.2% | +25.5% |
| 3Y | +71.0% | +171.1% | -100.0% | +5.1% |
| 5Y | +72.5% | +217.7% | -145.3% | -2.7% |
| All | +149.8% | +269.8% | -120.0% | +16.2% |
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