+153.5%
FDX vs WY
+5.0%
+148.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.7% |
| 7D | +5.2% | -0.8% | +6.0% | +5.6% |
| 30D | +11.3% | +10.1% | +1.2% | +6.0% |
| 3M | -4.1% | -15.4% | +11.3% | +3.6% |
| 6M | +9.6% | -8.3% | +17.9% | +13.2% |
| YTD | +40.9% | -9.8% | +50.7% | +46.0% |
| 1Y | +53.0% | -3.9% | +56.9% | +53.5% |
| 3Y | +74.1% | -23.3% | +97.4% | +93.0% |
| 5Y | +75.1% | -31.2% | +106.3% | +103.1% |
| All | +153.5% | +5.0% | +148.5% | +138.6% |
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