+4,087.3%
FDX vs WSM
+34,755.7%
-30,668.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.0% |
| 7D | -2.5% | -3.3% | +0.7% | -1.8% |
| 30D | +3.8% | -8.4% | +12.2% | +5.7% |
| 3M | -1.3% | +9.7% | -11.0% | -3.4% |
| 6M | +5.0% | +16.7% | -11.7% | +1.4% |
| YTD | +39.6% | +28.7% | +11.0% | +31.8% |
| 1Y | +81.1% | +13.7% | +67.5% | +75.2% |
| 3Y | +63.0% | +230.1% | -167.0% | +21.6% |
| 5Y | +65.6% | +179.0% | -113.3% | +24.7% |
| 10Y | +183.4% | +1,002.5% | -819.2% | +53.5% |
| All | +4,087.3% | +34,755.7% | -30,668.4% | +927.8% |
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