+67.1%
FDX vs WAT
-3.2%
+70.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | +3.8% | +2.3% | +1.5% | +2.9% |
| 3M | -1.3% | +8.7% | -10.0% | -4.2% |
| 6M | +5.0% | +28.3% | -23.3% | -4.1% |
| YTD | +39.6% | +7.8% | +31.9% | +34.5% |
| 1Y | +81.1% | +36.6% | +44.5% | +60.3% |
| 3Y | +63.0% | +45.7% | +17.4% | +35.4% |
| All | +67.1% | -3.2% | +70.4% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling