+4,087.3%
FDX vs WM
+26,336.4%
-22,249.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.3% |
| 7D | -2.5% | -0.3% | -2.2% | -2.5% |
| 30D | +3.8% | -2.4% | +6.2% | +4.3% |
| 3M | -1.3% | +0.4% | -1.7% | -1.6% |
| 6M | +5.0% | -9.5% | +14.5% | +7.0% |
| YTD | +39.6% | +0.5% | +39.1% | +38.9% |
| 1Y | +81.1% | -1.1% | +82.2% | +80.6% |
| 3Y | +63.0% | +46.0% | +17.0% | +48.3% |
| 5Y | +65.6% | +51.8% | +13.8% | +48.7% |
| 10Y | +183.4% | +307.5% | -124.2% | +108.8% |
| All | +4,087.3% | +26,336.4% | -22,249.1% | +2,341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling