+3,176.7%
FDX vs WAB
+4,092.2%
-915.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -2.5% | -3.2% | +0.7% | -1.5% |
| 30D | +3.8% | -4.4% | +8.2% | +5.3% |
| 3M | -1.3% | +7.9% | -9.2% | -3.9% |
| 6M | +5.0% | +8.7% | -3.7% | +1.9% |
| YTD | +39.6% | +33.0% | +6.7% | +26.8% |
| 1Y | +81.1% | +46.7% | +34.5% | +59.0% |
| 3Y | +63.0% | +153.0% | -90.0% | +19.0% |
| 5Y | +65.6% | +222.3% | -156.7% | +11.4% |
| 10Y | +183.4% | +291.0% | -107.6% | +71.1% |
| All | +3,176.7% | +4,092.2% | -915.6% | +1,056.0% |
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