+126.7%
WFC vs FDX
+63.0%
+63.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.4% |
| 7D | +1.1% | -3.3% | +4.4% | +2.1% |
| 30D | +0.8% | -1.4% | +2.2% | +1.2% |
| 3M | +9.3% | -4.5% | +13.8% | +10.5% |
| 6M | +10.6% | +9.4% | +1.2% | +6.6% |
| YTD | -4.1% | +36.0% | -40.1% | -14.0% |
| 1Y | +13.6% | +75.5% | -61.9% | -6.6% |
| 3Y | +130.7% | +62.8% | +67.9% | +89.2% |
| 5Y | +126.7% | +64.4% | +62.3% | +76.5% |
| All | +126.7% | +63.0% | +63.7% | +76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling