+70.0%
FDX vs WAB
+203.5%
-133.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.6% | -3.7% |
| 7D | -1.6% | +1.4% | -3.1% | -2.4% |
| 30D | +6.6% | +0.4% | +6.2% | +6.1% |
| 3M | -2.1% | -3.8% | +1.8% | -0.5% |
| 6M | +2.2% | +5.1% | -2.9% | -1.5% |
| YTD | +33.9% | +33.3% | +0.6% | +13.6% |
| 1Y | +50.2% | +39.8% | +10.4% | +24.0% |
| 3Y | +65.5% | +161.1% | -95.5% | -5.7% |
| All | +70.0% | +203.5% | -133.5% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling