+99.4%
WMT vs FDX
+59.1%
+40.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -0.2% | -2.3% | +2.1% | +0.1% |
| 30D | -5.8% | -4.9% | -0.9% | -5.2% |
| 3M | -10.8% | -6.5% | -4.3% | -10.1% |
| 6M | -14.3% | +6.7% | -21.0% | -15.4% |
| YTD | -4.4% | +33.9% | -38.3% | -8.6% |
| 1Y | +4.3% | +72.2% | -67.8% | -3.8% |
| All | +99.4% | +59.1% | +40.3% | +78.3% |
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 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