+64.4%
FDX vs WY
-21.5%
+85.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.9% |
| 7D | -3.3% | -2.1% | -1.3% | -2.3% |
| 30D | -1.4% | -10.5% | +9.1% | +4.2% |
| 3M | -4.5% | -4.9% | +0.4% | -2.6% |
| 6M | +9.4% | -4.9% | +14.3% | +11.4% |
| YTD | +36.0% | -1.7% | +37.7% | +35.3% |
| 1Y | +75.5% | -9.4% | +84.9% | +82.0% |
| 3Y | +62.8% | -22.3% | +85.1% | +80.9% |
| 5Y | +64.4% | -20.5% | +84.9% | +97.0% |
| All | +64.4% | -21.5% | +85.9% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling