+183.3%
FDX vs WCC
+514.1%
-330.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.4% |
| 7D | -3.3% | +8.5% | -11.8% | -5.9% |
| 30D | -1.4% | -1.0% | -0.4% | -1.4% |
| 3M | -4.5% | +2.1% | -6.6% | -6.2% |
| 6M | +9.4% | +36.8% | -27.4% | -3.2% |
| YTD | +36.0% | +47.7% | -11.7% | +16.8% |
| 1Y | +75.5% | +66.5% | +9.0% | +43.7% |
| 3Y | +62.8% | +134.2% | -71.4% | +12.4% |
| 5Y | +64.4% | +231.6% | -167.2% | -5.6% |
| All | +183.3% | +514.1% | -330.9% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling