+53.0%
FERG vs BBWI
-44.3%
+97.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.3% |
| 7D | +3.4% | +1.6% | +1.8% | +3.0% |
| 30D | -11.5% | -6.2% | -5.3% | -10.5% |
| 3M | +1.3% | +4.3% | -3.1% | -0.2% |
| 6M | -1.0% | -7.2% | +6.2% | -0.8% |
| YTD | +3.2% | -3.0% | +6.2% | +2.0% |
| 1Y | -3.0% | -30.8% | +27.8% | +2.8% |
| All | +53.0% | -44.3% | +97.3% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling