+70.2%
FDX vs WEC
+57.1%
+13.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -4.0% | -3.9% |
| 7D | +2.9% | +3.2% | -0.3% | +2.1% |
| 30D | +9.6% | +14.7% | -5.1% | +5.9% |
| 3M | +2.4% | +10.2% | -7.9% | -0.2% |
| 6M | +9.2% | +4.5% | +4.7% | +7.8% |
| YTD | +37.7% | +15.1% | +22.6% | +33.2% |
| 1Y | +56.1% | +9.4% | +46.7% | +52.7% |
| All | +70.2% | +57.1% | +13.1% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 3y: compounded portfolio wealth divided by compounded WEC 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…
3y analysis · Full analysis span regression · 6 months rolling