+178.8%
FDX vs WSM
+997.3%
-818.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | -2.3% | +2.6% | -4.9% | -3.1% |
| 30D | -4.9% | -9.3% | +4.4% | -2.0% |
| 3M | -6.5% | +7.1% | -13.5% | -8.6% |
| 6M | +6.7% | +21.7% | -15.1% | -0.1% |
| YTD | +33.9% | +28.7% | +5.1% | +23.0% |
| 1Y | +72.2% | +13.9% | +58.3% | +63.7% |
| 3Y | +60.2% | +232.2% | -171.9% | +1.9% |
| 5Y | +62.9% | +176.4% | -113.5% | +5.0% |
| 10Y | +178.8% | +1,072.4% | -893.6% | +1.9% |
| All | +178.8% | +997.3% | -818.5% | +1.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling