+17,845.4%
WDC vs FDX
+4,233.7%
+13,611.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.4% | +6.1% |
| 7D | +1.7% | -2.5% | +4.3% | +3.0% |
| 30D | -10.0% | +3.8% | -13.8% | -11.9% |
| 3M | -18.8% | -1.3% | -17.5% | -18.2% |
| 6M | +79.0% | +5.0% | +74.0% | +74.2% |
| YTD | +171.6% | +39.6% | +131.9% | +129.7% |
| 1Y | +417.4% | +81.1% | +336.3% | +282.8% |
| 3Y | +1,251.8% | +63.0% | +1,188.7% | +911.5% |
| 5Y | +911.7% | +65.6% | +846.1% | +622.9% |
| 10Y | +1,399.6% | +183.4% | +1,216.3% | +695.4% |
| All | +17,845.4% | +4,233.7% | +13,611.7% | +2,960.3% |
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