+348.1%
FERG vs BBWI
-57.7%
+405.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -1.0% | -8.0% | +7.0% | -0.1% |
| 30D | -11.8% | -6.6% | -5.2% | -11.3% |
| 3M | -1.2% | -2.7% | +1.5% | -1.2% |
| 6M | -2.3% | -12.8% | +10.5% | -1.5% |
| YTD | +0.8% | -10.5% | +11.3% | +1.1% |
| 1Y | +0.5% | -35.3% | +35.8% | +3.7% |
| 3Y | +51.4% | -47.7% | +99.1% | +57.4% |
| 5Y | +67.5% | -68.9% | +136.4% | +76.2% |
| All | +348.1% | -57.7% | +405.8% | +365.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling