+2,817.5%
FDX vs WWD
+14,113.5%
-11,296.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.1% | -3.8% |
| 7D | -1.6% | +4.2% | -5.8% | -3.0% |
| 30D | +6.6% | -2.1% | +8.7% | +6.9% |
| 3M | -2.1% | -13.2% | +11.1% | +1.6% |
| 6M | +2.2% | -16.9% | +19.0% | +6.8% |
| YTD | +33.9% | +5.2% | +28.7% | +29.6% |
| 1Y | +50.2% | +20.6% | +29.6% | +38.9% |
| 3Y | +65.5% | +146.3% | -80.8% | +20.2% |
| 5Y | +74.1% | +171.3% | -97.3% | +21.0% |
| 10Y | +156.7% | +471.3% | -314.6% | +36.9% |
| All | +2,817.5% | +14,113.5% | -11,296.0% | +845.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling