+70.0%
FDX vs WPM
+246.3%
-176.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -2.9% |
| 7D | -1.6% | +16.9% | -18.6% | -2.7% |
| 30D | +6.6% | +2.0% | +4.6% | +6.3% |
| 3M | -2.1% | +8.9% | -11.0% | -2.9% |
| 6M | +2.2% | +1.6% | +0.6% | +1.4% |
| YTD | +33.9% | +16.5% | +17.4% | +31.7% |
| 1Y | +50.2% | +42.2% | +8.0% | +46.3% |
| 3Y | +65.5% | +213.3% | -147.8% | +48.9% |
| All | +70.0% | +246.3% | -176.3% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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