+184.5%
FDX vs WM
+306.5%
-122.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | 0.0% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | +3.8% | -2.4% | +6.2% | +4.9% |
| 3M | -1.3% | +0.4% | -1.7% | -2.0% |
| 6M | +5.0% | -9.5% | +14.5% | +9.1% |
| YTD | +39.6% | +0.5% | +39.1% | +37.7% |
| 1Y | +81.1% | -1.1% | +82.2% | +79.4% |
| 3Y | +63.0% | +46.0% | +17.0% | +27.5% |
| 5Y | +65.6% | +51.8% | +13.8% | +23.5% |
| All | +184.5% | +306.5% | -122.0% | +8.4% |
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