+149.8%
FDX vs WCN
+322.0%
-172.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | +0.8% | +1.2% | -0.4% | +0.3% |
| 30D | +9.9% | +26.4% | -16.6% | -0.1% |
| 3M | -1.9% | +17.5% | -19.4% | -8.2% |
| 6M | +6.1% | +28.7% | -22.7% | -4.9% |
| YTD | +38.8% | +11.5% | +27.3% | +31.4% |
| 1Y | +50.0% | +15.9% | +34.1% | +39.5% |
| 3Y | +71.0% | +51.6% | +19.5% | +35.3% |
| 5Y | +72.5% | +47.9% | +24.5% | +35.4% |
| All | +149.8% | +322.0% | -172.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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