+4,193.4%
FDX vs WM
+28,817.6%
-24,624.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.2% |
| 7D | +8.1% | +5.9% | +2.2% | +6.8% |
| 30D | +13.9% | +15.4% | -1.5% | +10.4% |
| 3M | +5.5% | +6.3% | -0.8% | +4.1% |
| 6M | +15.1% | +5.6% | +9.5% | +13.4% |
| YTD | +43.2% | +9.9% | +33.2% | +39.6% |
| 1Y | +65.0% | +20.8% | +44.2% | +57.6% |
| 3Y | +75.7% | +48.5% | +27.1% | +59.3% |
| 5Y | +84.4% | +60.6% | +23.8% | +63.5% |
| 10Y | +174.4% | +349.8% | -175.4% | +97.9% |
| All | +4,193.4% | +28,817.6% | -24,624.2% | +2,354.1% |
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