+178.8%
FDX vs WY
+5.8%
+173.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | -2.3% | -1.7% | -0.6% | -1.5% |
| 30D | -4.9% | -9.9% | +5.0% | -0.1% |
| 3M | -6.5% | -7.5% | +1.1% | -3.3% |
| 6M | +6.7% | -5.1% | +11.8% | +8.6% |
| YTD | +33.9% | -2.1% | +36.0% | +33.7% |
| 1Y | +72.2% | -7.3% | +79.5% | +76.2% |
| 3Y | +60.2% | -22.6% | +82.9% | +77.0% |
| 5Y | +62.9% | -19.8% | +82.7% | +75.1% |
| 10Y | +178.8% | +9.6% | +169.2% | +149.4% |
| All | +178.8% | +5.8% | +173.0% | +149.4% |
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