+79.0%
FDX vs WM
+62.1%
+16.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.2% | -5.0% | -4.0% |
| 7D | +2.9% | +4.5% | -1.6% | +2.1% |
| 30D | +9.6% | +16.1% | -6.5% | +6.5% |
| 3M | +2.4% | +8.0% | -5.7% | +0.8% |
| 6M | +9.2% | +8.4% | +0.8% | +7.3% |
| YTD | +37.7% | +11.2% | +26.5% | +34.2% |
| 1Y | +56.1% | +22.3% | +33.8% | +49.0% |
| 3Y | +68.9% | +50.2% | +18.7% | +51.5% |
| 5Y | +79.0% | +63.3% | +15.7% | +53.9% |
| All | +79.0% | +62.1% | +16.9% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling