+76.2%
FDX vs WAT
+28.6%
+47.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +5.2% | +0.6% | +4.6% | +5.0% |
| 30D | +11.3% | +5.4% | +5.9% | +9.3% |
| 3M | -4.1% | +11.3% | -15.4% | -7.6% |
| 6M | +9.6% | +37.4% | -27.8% | -1.8% |
| YTD | +40.9% | +21.2% | +19.7% | +30.3% |
| 1Y | +53.0% | +21.3% | +31.7% | +41.4% |
| 3Y | +74.1% | +83.4% | -9.3% | +31.7% |
| All | +76.2% | +28.6% | +47.6% | +45.8% |
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