+149.2%
FDX vs WM
+339.4%
-190.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.7% | -1.8% |
| 7D | -1.6% | +1.2% | -2.8% | -2.2% |
| 30D | +6.6% | +13.1% | -6.5% | +0.8% |
| 3M | -2.1% | +3.6% | -5.7% | -3.8% |
| 6M | +2.2% | +8.1% | -5.9% | -2.1% |
| YTD | +33.9% | +8.9% | +25.0% | +27.2% |
| 1Y | +50.2% | +20.3% | +29.9% | +35.9% |
| 3Y | +65.5% | +46.2% | +19.4% | +31.1% |
| 5Y | +74.1% | +59.9% | +14.2% | +28.0% |
| All | +149.2% | +339.4% | -190.2% | +0.9% |
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