+74.1%
FDX vs WAT
+82.3%
-8.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +5.2% | +0.6% | +4.6% | +5.0% |
| 30D | +11.3% | +5.4% | +5.9% | +9.7% |
| 3M | -4.1% | +11.3% | -15.4% | -7.0% |
| 6M | +9.6% | +37.4% | -27.8% | +0.1% |
| YTD | +40.9% | +21.2% | +19.7% | +32.0% |
| 1Y | +53.0% | +21.3% | +31.7% | +43.3% |
| 3Y | +74.1% | +83.4% | -9.3% | +43.5% |
| All | +74.1% | +82.3% | -8.3% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling