+156.3%
FDX vs WAT
+232.2%
-75.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +1.8% |
| 7D | +0.2% | +6.0% | -5.9% | -2.1% |
| 30D | +9.3% | +9.9% | -0.6% | +5.1% |
| 3M | +0.5% | +17.2% | -16.7% | -6.1% |
| 6M | +5.3% | +34.2% | -28.9% | -7.3% |
| YTD | +38.6% | +25.5% | +13.1% | +23.8% |
| 1Y | +53.5% | +28.3% | +25.3% | +35.9% |
| 3Y | +74.2% | +88.4% | -14.1% | +22.6% |
| 5Y | +75.3% | +36.1% | +39.1% | +40.5% |
| 10Y | +156.3% | +234.8% | -78.5% | +36.7% |
| All | +156.3% | +232.2% | -75.9% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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