+283.4%
WBD vs FDX
+462.8%
-179.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.2% |
| 7D | -0.1% | +3.8% | -3.8% | -1.9% |
| 30D | -0.9% | +0.6% | -1.5% | -1.7% |
| 3M | -3.2% | +2.3% | -5.5% | -5.1% |
| 6M | +22.6% | +41.4% | -18.8% | +2.4% |
| YTD | -5.6% | +30.8% | -36.5% | -18.1% |
| 1Y | +194.7% | +65.2% | +129.5% | +127.0% |
| 3Y | +117.4% | +79.8% | +37.6% | +58.3% |
| 5Y | -23.9% | +40.2% | -64.1% | -39.4% |
| 10Y | -3.3% | +176.4% | -179.7% | -49.3% |
| All | +283.4% | +462.8% | -179.4% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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