+417.4%
WDC vs FDX
+80.8%
+336.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.4% | +6.2% |
| 7D | +1.7% | -2.5% | +4.3% | +3.5% |
| 30D | -10.0% | +3.8% | -13.8% | -12.7% |
| 3M | -18.8% | -1.3% | -17.5% | -18.1% |
| 6M | +79.0% | +5.0% | +74.0% | +69.0% |
| YTD | +171.6% | +39.6% | +131.9% | +114.1% |
| 1Y | +417.4% | +81.1% | +336.3% | +329.5% |
| All | +417.4% | +80.8% | +336.6% | +329.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling