+298.2%
WBD vs FDX
+500.7%
-202.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.2% |
| 7D | -1.8% | -2.5% | +0.7% | -0.7% |
| 30D | +8.8% | +3.8% | +5.0% | +6.7% |
| 3M | +4.6% | -1.3% | +5.9% | +4.8% |
| 6M | +1.1% | +5.0% | -3.9% | -2.7% |
| YTD | -2.0% | +39.6% | -41.6% | -18.1% |
| 1Y | +140.0% | +81.1% | +58.9% | +76.7% |
| 3Y | +144.4% | +63.0% | +81.3% | +85.4% |
| 5Y | -0.2% | +65.6% | -65.8% | -26.7% |
| 10Y | +9.1% | +183.4% | -174.2% | -43.7% |
| All | +298.2% | +500.7% | -202.5% | +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