+75.5%
FDX vs WAB
+47.5%
+28.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | -3.3% | +1.7% | -5.0% | -4.1% |
| 30D | -1.4% | -2.4% | +1.0% | -0.3% |
| 3M | -4.5% | +9.7% | -14.2% | -9.2% |
| 6M | +9.4% | +16.5% | -7.1% | +0.9% |
| YTD | +36.0% | +33.7% | +2.3% | +20.0% |
| 1Y | +75.5% | +49.7% | +25.8% | +51.5% |
| All | +75.5% | +47.5% | +28.0% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling