+4,064.1%
FDX vs WSM
+40,107.9%
-36,043.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | +0.5% | +3.1% | -2.6% | -0.2% |
| 30D | +9.5% | +8.5% | +1.0% | +7.6% |
| 3M | -1.3% | +4.6% | -5.9% | -2.4% |
| 6M | +5.5% | +44.5% | -39.0% | -2.8% |
| YTD | +38.9% | +48.4% | -9.6% | +27.0% |
| 1Y | +58.8% | +36.2% | +22.6% | +47.9% |
| 3Y | +71.1% | +268.8% | -197.6% | +24.7% |
| 5Y | +76.3% | +185.2% | -108.9% | +32.2% |
| 10Y | +153.4% | +1,175.8% | -1,022.4% | +33.0% |
| All | +4,064.1% | +40,107.9% | -36,043.8% | +890.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling