+130.8%
WMT vs FDX
+63.0%
+67.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -0.2% | -2.3% | +2.1% | 0.0% |
| 30D | -5.8% | -4.9% | -0.9% | -5.3% |
| 3M | -10.8% | -6.5% | -4.3% | -10.1% |
| 6M | -14.3% | +6.7% | -21.0% | -15.3% |
| YTD | -4.4% | +33.9% | -38.3% | -8.1% |
| 1Y | +4.3% | +72.2% | -67.8% | -2.8% |
| 3Y | +100.1% | +60.2% | +39.8% | +84.7% |
| 5Y | +130.8% | +62.9% | +67.9% | +108.1% |
| All | +130.8% | +63.0% | +67.8% | +108.1% |
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