+642.9%
WDC vs FDX
+155.8%
+487.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.5% | -6.5% | -5.9% |
| 7D | +12.1% | +5.2% | +6.9% | +9.0% |
| 30D | -18.8% | +11.3% | -30.1% | -23.6% |
| 3M | -39.3% | -4.1% | -35.2% | -38.1% |
| 6M | -40.1% | +9.6% | -49.8% | -43.4% |
| YTD | +71.8% | +40.9% | +30.9% | +40.8% |
| 1Y | +88.5% | +53.0% | +35.5% | +47.6% |
| 3Y | +770.0% | +74.1% | +695.9% | +494.7% |
| 5Y | +549.0% | +75.1% | +474.0% | +322.3% |
| All | +642.9% | +155.8% | +487.0% | +211.8% |
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