+1,429.5%
FDX vs WCN
+6,839.3%
-5,409.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | +3.8% | +0.4% | +3.4% | +3.7% |
| 3M | -1.3% | +7.3% | -8.6% | -3.1% |
| 6M | +5.0% | -2.5% | +7.5% | +5.2% |
| YTD | +39.6% | -5.4% | +45.0% | +40.6% |
| 1Y | +81.1% | -8.5% | +89.6% | +83.5% |
| 3Y | +63.0% | +20.8% | +42.2% | +53.6% |
| 5Y | +65.6% | +30.0% | +35.6% | +52.5% |
| 10Y | +183.4% | +238.4% | -55.1% | +112.2% |
| All | +1,429.5% | +6,839.3% | -5,409.8% | +745.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling