+713.0%
FDX vs WCC
+1,412.6%
-699.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.3% |
| 7D | -1.6% | -14.7% | +13.1% | +2.2% |
| 30D | +6.6% | -20.1% | +26.7% | +12.3% |
| 3M | -2.1% | -21.2% | +19.1% | +3.0% |
| 6M | +2.2% | -19.2% | +21.3% | +5.9% |
| YTD | +33.9% | +20.2% | +13.7% | +24.2% |
| 1Y | +50.2% | +14.5% | +35.8% | +40.9% |
| 3Y | +65.5% | +115.1% | -49.6% | +26.1% |
| 5Y | +74.1% | +121.5% | -47.4% | +26.9% |
| 10Y | +156.7% | +468.1% | -311.4% | +35.4% |
| All | +713.0% | +1,412.6% | -699.6% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling