+137.8%
WFC vs FDX
+177.6%
-39.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.1% |
| 7D | +1.1% | -3.3% | +4.4% | +2.4% |
| 30D | +0.8% | -1.4% | +2.2% | +1.3% |
| 3M | +9.3% | -4.5% | +13.8% | +10.9% |
| 6M | +10.6% | +9.4% | +1.2% | +5.3% |
| YTD | -4.1% | +36.0% | -40.1% | -17.2% |
| 1Y | +13.6% | +75.5% | -61.9% | -12.5% |
| 3Y | +130.7% | +62.8% | +67.9% | +76.2% |
| 5Y | +126.7% | +64.4% | +62.3% | +65.5% |
| All | +137.8% | +177.6% | -39.9% | +15.7% |
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