+153.4%
FDX vs WU
-35.7%
+189.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +0.5% | +11.0% | -10.6% | -3.6% |
| 30D | +9.5% | +13.4% | -3.9% | +4.1% |
| 3M | -1.3% | +2.2% | -3.6% | -2.6% |
| 6M | +5.5% | -18.2% | +23.7% | +11.9% |
| YTD | +38.9% | -18.3% | +57.2% | +46.4% |
| 1Y | +58.8% | -12.2% | +71.0% | +62.0% |
| 3Y | +71.1% | -20.8% | +91.9% | +77.7% |
| 5Y | +76.3% | -42.6% | +118.9% | +106.2% |
| 10Y | +153.4% | -35.5% | +188.9% | +171.9% |
| All | +153.4% | -35.7% | +189.1% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling