+1,221.9%
FDX vs WTW
+1,174.9%
+47.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.6% | +0.3% |
| 7D | -2.5% | -2.6% | +0.1% | -1.5% |
| 30D | +3.8% | -1.0% | +4.8% | +4.1% |
| 3M | -1.3% | +29.9% | -31.2% | -11.6% |
| 6M | +5.0% | +10.7% | -5.7% | -0.6% |
| YTD | +39.6% | +2.6% | +37.1% | +35.6% |
| 1Y | +81.1% | +2.8% | +78.4% | +75.3% |
| 3Y | +63.0% | +67.3% | -4.2% | +27.2% |
| 5Y | +65.6% | +56.6% | +9.0% | +31.6% |
| 10Y | +183.4% | +204.1% | -20.7% | +68.6% |
| All | +1,221.9% | +1,174.9% | +47.0% | +482.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling