+4,087.3%
FDX vs WEC
+3,978.4%
+108.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | -2.5% | -0.3% | -2.3% | -2.4% |
| 30D | +3.8% | -1.3% | +5.1% | +4.2% |
| 3M | -1.3% | -3.9% | +2.6% | 0.0% |
| 6M | +5.0% | -8.3% | +13.3% | +8.0% |
| YTD | +39.6% | +3.1% | +36.6% | +37.9% |
| 1Y | +81.1% | +1.9% | +79.2% | +79.3% |
| 3Y | +63.0% | +41.9% | +21.1% | +42.6% |
| 5Y | +65.6% | +30.8% | +34.8% | +46.9% |
| 10Y | +183.4% | +141.9% | +41.4% | +91.4% |
| All | +4,087.3% | +3,978.4% | +108.9% | +1,047.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling