+4,055.8%
FDX vs WSM
+40,127.9%
-36,072.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.8% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | +9.3% | +8.6% | +0.7% | +7.4% |
| 3M | +0.5% | +4.2% | -3.8% | -0.5% |
| 6M | +5.3% | +44.6% | -39.3% | -3.0% |
| YTD | +38.6% | +48.5% | -9.9% | +26.8% |
| 1Y | +53.5% | +34.7% | +18.9% | +43.3% |
| 3Y | +74.2% | +271.0% | -196.8% | +26.8% |
| 5Y | +75.3% | +180.9% | -105.7% | +31.8% |
| 10Y | +156.3% | +1,235.4% | -1,079.1% | +33.4% |
| All | +4,055.8% | +40,127.9% | -36,072.1% | +888.4% |
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