+64.4%
FDX vs WCN
+30.9%
+33.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.4% |
| 7D | -3.3% | -0.4% | -2.9% | -3.2% |
| 30D | -1.4% | -2.1% | +0.7% | -1.0% |
| 3M | -4.5% | +6.4% | -10.9% | -5.8% |
| 6M | +9.4% | -3.7% | +13.1% | +10.1% |
| YTD | +36.0% | -6.4% | +42.4% | +37.5% |
| 1Y | +75.5% | -7.9% | +83.5% | +77.9% |
| 3Y | +62.8% | +20.8% | +42.0% | +49.8% |
| 5Y | +64.4% | +29.0% | +35.4% | +46.3% |
| All | +64.4% | +30.9% | +33.5% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling