+58.8%
FDX vs WAT
+26.7%
+32.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +0.5% | +3.4% | -2.9% | -0.3% |
| 30D | +9.5% | +9.6% | -0.1% | +7.1% |
| 3M | -1.3% | +15.5% | -16.8% | -4.9% |
| 6M | +5.5% | +33.9% | -28.4% | -2.5% |
| YTD | +38.9% | +25.2% | +13.7% | +30.0% |
| 1Y | +58.8% | +26.3% | +32.5% | +47.6% |
| All | +58.8% | +26.7% | +32.1% | +47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling