+2,434.8%
FDX vs WAT
+10,816.8%
-8,382.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | +3.8% | +2.3% | +1.5% | +3.1% |
| 3M | -1.3% | +8.7% | -10.0% | -3.6% |
| 6M | +5.0% | +28.3% | -23.3% | -2.3% |
| YTD | +39.6% | +7.8% | +31.9% | +35.5% |
| 1Y | +81.1% | +36.6% | +44.5% | +64.7% |
| 3Y | +63.0% | +45.7% | +17.4% | +42.7% |
| 5Y | +65.6% | -3.3% | +68.9% | +59.2% |
| 10Y | +183.4% | +162.1% | +21.3% | +111.9% |
| All | +2,434.8% | +10,816.8% | -8,382.0% | +951.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling