+1,526.4%
FERG vs BBWI
+217.4%
+1,308.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +9.7% | +0.1% | +9.6% | +9.8% |
| 30D | +15.0% | +12.9% | +2.2% | +13.7% |
| 3M | +3.8% | +16.0% | -12.2% | +2.0% |
| 6M | +10.6% | +16.6% | -6.0% | +8.4% |
| YTD | +17.0% | +9.7% | +7.2% | +14.9% |
| 1Y | +7.1% | +1.5% | +5.6% | +5.5% |
| 3Y | +67.7% | -21.4% | +89.1% | +67.9% |
| 5Y | +76.4% | -67.6% | +144.0% | +82.1% |
| 10Y | +424.2% | -46.8% | +471.1% | +424.3% |
| All | +1,526.4% | +217.4% | +1,308.9% | +1,431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling