+67.1%
FDX vs WWD
+198.3%
-131.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.9% |
| 7D | -2.5% | +1.3% | -3.8% | -2.9% |
| 30D | +3.8% | -7.2% | +11.0% | +6.1% |
| 3M | -1.3% | -3.8% | +2.5% | -0.9% |
| 6M | +5.0% | -9.9% | +14.9% | +7.2% |
| YTD | +39.6% | +14.8% | +24.8% | +31.1% |
| 1Y | +81.1% | +42.1% | +39.1% | +57.5% |
| 3Y | +63.0% | +170.8% | -107.8% | +7.7% |
| All | +67.1% | +198.3% | -131.1% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling