+142.4%
WFC vs FDX
+173.3%
-30.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +0.4% | -2.3% | +2.8% | +1.4% |
| 30D | +2.5% | -4.9% | +7.3% | +4.5% |
| 3M | +10.0% | -6.5% | +16.4% | +12.5% |
| 6M | +15.1% | +6.7% | +8.4% | +10.7% |
| YTD | -2.2% | +33.9% | -36.1% | -15.0% |
| 1Y | +13.5% | +72.2% | -58.7% | -11.9% |
| 3Y | +135.2% | +60.2% | +75.0% | +80.8% |
| 5Y | +128.3% | +62.9% | +65.4% | +67.1% |
| 10Y | +142.4% | +178.8% | -36.4% | +18.8% |
| All | +142.4% | +173.3% | -30.9% | +18.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling