+62.9%
FDX vs WTW
+45.2%
+17.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.5% |
| 7D | -2.3% | -7.1% | +4.8% | -0.1% |
| 30D | -4.9% | -8.5% | +3.7% | -2.3% |
| 3M | -6.5% | +20.6% | -27.0% | -12.3% |
| 6M | +6.7% | +7.2% | -0.5% | +3.6% |
| YTD | +33.9% | -3.9% | +37.7% | +34.9% |
| 1Y | +72.2% | -3.6% | +75.8% | +72.9% |
| 3Y | +60.2% | +60.7% | -0.4% | +25.8% |
| 5Y | +62.9% | +42.2% | +20.8% | +28.2% |
| All | +62.9% | +45.2% | +17.7% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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