+134.0%
WFC vs FDX
+160.0%
-26.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +0.4% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +2.9% | +9.3% | -6.4% | -1.0% |
| 3M | -1.4% | +0.5% | -1.9% | -2.0% |
| 6M | +14.3% | +5.3% | +9.0% | +10.8% |
| YTD | -6.2% | +38.6% | -44.8% | -19.9% |
| 1Y | +1.6% | +53.5% | -51.9% | -17.2% |
| 3Y | +126.9% | +74.2% | +52.7% | +67.9% |
| 5Y | +94.0% | +75.3% | +18.7% | +37.3% |
| 10Y | +134.0% | +156.3% | -22.2% | -2.3% |
| All | +134.0% | +160.0% | -26.0% | -2.3% |
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 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