+1.5%
WFC vs FDX
+53.6%
-52.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +0.9% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +2.9% | +9.3% | -6.4% | +0.6% |
| 3M | -1.4% | +0.5% | -1.9% | -1.7% |
| 6M | +14.3% | +5.3% | +9.0% | +11.4% |
| YTD | -6.2% | +38.6% | -44.8% | -15.9% |
| All | +1.5% | +53.6% | -52.1% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling