+64.4%
FDX vs WSM
+189.5%
-125.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | -3.3% | +2.6% | -5.9% | -4.0% |
| 30D | -1.4% | -9.5% | +8.1% | +1.4% |
| 3M | -4.5% | +12.9% | -17.4% | -7.9% |
| 6M | +9.4% | +23.0% | -13.6% | +2.8% |
| YTD | +36.0% | +28.9% | +7.1% | +25.9% |
| 1Y | +75.5% | +13.7% | +61.8% | +67.7% |
| 3Y | +62.8% | +232.6% | -169.8% | +7.6% |
| 5Y | +64.4% | +185.9% | -121.5% | +10.1% |
| All | +64.4% | +189.5% | -125.1% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling