+74.8%
FDX vs WWD
+161.2%
-86.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.0% | +2.2% | -2.0% |
| 7D | +2.9% | -2.6% | +5.5% | +3.6% |
| 30D | +9.6% | -7.7% | +17.3% | +12.0% |
| 3M | +2.4% | -17.7% | +20.1% | +8.3% |
| 6M | +9.2% | -15.9% | +25.1% | +13.8% |
| YTD | +37.7% | +1.8% | +35.9% | +33.6% |
| 1Y | +56.1% | +17.4% | +38.7% | +43.7% |
| 3Y | +68.9% | +137.1% | -68.2% | +14.7% |
| All | +74.8% | +161.2% | -86.4% | +11.4% |
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