+1,367.1%
FDX vs WCN
+7,873.9%
-6,506.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.4% | -2.4% |
| 7D | -1.6% | +2.9% | -4.6% | -2.3% |
| 30D | +6.6% | +22.1% | -15.5% | +1.7% |
| 3M | -2.1% | +13.2% | -15.2% | -5.0% |
| 6M | +2.2% | +23.7% | -21.5% | -3.1% |
| YTD | +33.9% | +8.7% | +25.2% | +30.4% |
| 1Y | +50.2% | +15.3% | +34.9% | +44.3% |
| 3Y | +65.5% | +46.0% | +19.5% | +49.2% |
| 5Y | +74.1% | +45.9% | +28.2% | +56.0% |
| 10Y | +156.7% | +311.1% | -154.4% | +83.8% |
| All | +1,367.1% | +7,873.9% | -6,506.8% | +684.5% |
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