+3,042.9%
FDX vs WAB
+4,103.0%
-1,060.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.6% | -3.3% |
| 7D | -1.6% | +1.4% | -3.1% | -2.1% |
| 30D | +6.6% | +0.4% | +6.2% | +6.3% |
| 3M | -2.1% | -3.8% | +1.8% | -1.0% |
| 6M | +2.2% | +5.1% | -2.9% | 0.0% |
| YTD | +33.9% | +33.3% | +0.6% | +21.3% |
| 1Y | +50.2% | +39.8% | +10.4% | +33.8% |
| 3Y | +65.5% | +161.1% | -95.5% | +19.5% |
| 5Y | +74.1% | +209.5% | -135.4% | +18.5% |
| 10Y | +156.7% | +293.8% | -137.2% | +54.5% |
| All | +3,042.9% | +4,103.0% | -1,060.2% | +1,005.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling