+4,105.2%
FDX vs WY
+607.0%
+3,498.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -2.1% | -5.1% | +3.0% | +0.1% |
| 30D | +10.4% | +9.0% | +1.4% | +6.4% |
| 3M | +0.5% | -16.7% | +17.2% | +7.9% |
| 6M | +6.5% | -10.3% | +16.7% | +10.5% |
| YTD | +40.2% | -10.5% | +50.7% | +45.1% |
| 1Y | +52.1% | -5.9% | +58.0% | +54.1% |
| 3Y | +72.8% | -24.7% | +97.5% | +90.4% |
| 5Y | +76.3% | -31.5% | +107.8% | +100.9% |
| 10Y | +155.7% | +4.7% | +151.0% | +131.1% |
| All | +4,105.2% | +607.0% | +3,498.2% | +1,653.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling