+156.2%
FDX vs WM
+348.7%
-192.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -4.3% |
| 7D | +2.9% | +4.5% | -1.6% | +0.9% |
| 30D | +9.6% | +16.1% | -6.5% | +2.4% |
| 3M | +2.4% | +8.0% | -5.7% | -1.3% |
| 6M | +9.2% | +8.4% | +0.8% | +4.5% |
| YTD | +37.7% | +11.2% | +26.5% | +29.6% |
| 1Y | +56.1% | +22.3% | +33.8% | +40.2% |
| 3Y | +68.9% | +50.2% | +18.7% | +32.1% |
| 5Y | +79.0% | +63.3% | +15.7% | +30.3% |
| All | +156.2% | +348.7% | -192.5% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling