+155.7%
FDX vs WY
+3.1%
+152.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -2.1% | -5.1% | +3.0% | +0.4% |
| 30D | +10.4% | +9.0% | +1.4% | +5.7% |
| 3M | +0.5% | -16.7% | +17.2% | +9.4% |
| 6M | +6.5% | -10.3% | +16.7% | +11.1% |
| YTD | +40.2% | -10.5% | +50.7% | +45.8% |
| 1Y | +52.1% | -5.9% | +58.0% | +54.1% |
| 3Y | +72.8% | -24.7% | +97.5% | +93.3% |
| 5Y | +76.3% | -31.5% | +107.8% | +104.9% |
| 10Y | +155.7% | +4.7% | +151.0% | +135.7% |
| All | +155.7% | +3.1% | +152.6% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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