+1,213.9%
FDX vs WTW
+1,156.4%
+57.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | +0.8% | -2.3% | +3.1% | +1.7% |
| 30D | +9.9% | +10.7% | -0.8% | +5.5% |
| 3M | -1.9% | -3.1% | +1.2% | -0.9% |
| 6M | +6.1% | +31.7% | -25.6% | -5.7% |
| YTD | +38.8% | +1.1% | +37.7% | +35.4% |
| 1Y | +50.0% | +4.1% | +45.9% | +44.5% |
| 3Y | +71.0% | +42.1% | +29.0% | +43.4% |
| 5Y | +72.5% | +52.2% | +20.2% | +38.8% |
| 10Y | +153.1% | +210.9% | -57.8% | +49.4% |
| All | +1,213.9% | +1,156.4% | +57.5% | +481.7% |
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