-2.3%
FERG vs BWA
+59.1%
-61.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.4% | +1.7% |
| 7D | 0.0% | +5.7% | -5.7% | -1.2% |
| 30D | -10.2% | +1.4% | -11.6% | -10.5% |
| 3M | -0.6% | -12.1% | +11.5% | +2.1% |
| 6M | -6.5% | +28.6% | -35.1% | -13.0% |
| YTD | +4.2% | +51.1% | -46.9% | -9.4% |
| 1Y | -2.3% | +55.9% | -58.1% | -15.9% |
| All | -2.3% | +59.1% | -61.3% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling