+2,331.3%
FDX vs WAT
+12,102.7%
-9,771.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.0% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | +6.6% | +5.0% | +1.7% | +5.2% |
| 3M | -2.1% | +14.5% | -16.6% | -5.7% |
| 6M | +2.2% | +30.9% | -28.8% | -5.3% |
| YTD | +33.9% | +20.5% | +13.5% | +26.0% |
| 1Y | +50.2% | +23.3% | +26.9% | +40.5% |
| 3Y | +65.5% | +81.5% | -15.9% | +36.9% |
| 5Y | +74.1% | +33.4% | +40.7% | +54.2% |
| 10Y | +156.7% | +231.5% | -74.8% | +81.5% |
| All | +2,331.3% | +12,102.7% | -9,771.4% | +877.8% |
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 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