+126.3%
WFC vs FDX
+74.4%
+51.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | +2.5% | +5.2% | -2.7% | +0.9% |
| 30D | +7.0% | +11.3% | -4.3% | +3.5% |
| 3M | -1.8% | -4.1% | +2.3% | -0.6% |
| 6M | +18.4% | +9.6% | +8.8% | +14.2% |
| YTD | -5.6% | +40.9% | -46.5% | -16.4% |
| 1Y | +3.9% | +53.0% | -49.1% | -10.5% |
| 3Y | +126.3% | +74.1% | +52.2% | +73.6% |
| All | +126.3% | +74.4% | +51.9% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling