+153.5%
FDX vs WWD
+439.4%
-285.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +5.2% | +4.0% | +1.2% | +3.7% |
| 30D | +11.3% | +0.4% | +10.9% | +10.7% |
| 3M | -4.1% | -7.9% | +3.8% | -1.8% |
| 6M | +9.6% | -10.6% | +20.3% | +12.6% |
| YTD | +40.9% | +9.4% | +31.5% | +32.6% |
| 1Y | +53.0% | +25.7% | +27.3% | +35.7% |
| 3Y | +74.1% | +148.5% | -74.5% | +12.8% |
| 5Y | +75.1% | +189.5% | -114.4% | +3.8% |
| All | +153.5% | +439.4% | -285.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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