+1,294.5%
WDC vs FDX
+177.6%
+1,116.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +3.6% |
| 7D | +6.0% | -3.3% | +9.3% | +7.9% |
| 30D | +9.9% | -1.4% | +11.3% | +10.6% |
| 3M | -9.4% | -4.5% | -4.9% | -6.9% |
| 6M | +94.7% | +9.4% | +85.3% | +84.0% |
| YTD | +177.4% | +36.0% | +141.3% | +132.3% |
| 1Y | +412.6% | +75.5% | +337.1% | +270.3% |
| 3Y | +1,359.8% | +62.8% | +1,297.0% | +937.7% |
| 5Y | +992.6% | +64.4% | +928.2% | +635.0% |
| All | +1,294.5% | +177.6% | +1,116.9% | +474.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling