+156.3%
FDX vs WWD
+494.7%
-338.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.9% | -1.4% | +1.6% |
| 7D | +0.2% | +4.2% | -4.0% | -1.5% |
| 30D | +9.3% | -0.8% | +10.1% | +9.2% |
| 3M | +0.5% | -8.2% | +8.7% | +3.0% |
| 6M | +5.3% | -9.8% | +15.2% | +7.8% |
| YTD | +38.6% | +10.4% | +28.2% | +30.0% |
| 1Y | +53.5% | +25.5% | +28.1% | +36.2% |
| 3Y | +74.2% | +155.8% | -81.6% | +11.5% |
| 5Y | +75.3% | +187.3% | -112.1% | +4.2% |
| 10Y | +156.3% | +462.7% | -306.4% | +15.7% |
| All | +156.3% | +494.7% | -338.4% | +15.7% |
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