+81.1%
FDX vs WSM
+19.9%
+61.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.3% |
| 7D | -2.5% | -3.3% | +0.7% | -1.4% |
| 30D | +3.8% | -8.4% | +12.2% | +7.1% |
| 3M | -1.3% | +9.7% | -11.0% | -5.1% |
| 6M | +5.0% | +16.7% | -11.7% | -2.0% |
| YTD | +39.6% | +28.7% | +11.0% | +26.1% |
| 1Y | +81.1% | +13.7% | +67.5% | +65.0% |
| All | +81.1% | +19.9% | +61.3% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling