+348.1%
FERG vs BWA
+153.1%
+195.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -11.8% | -5.5% | -6.3% | -10.8% |
| 3M | -1.2% | -7.6% | +6.4% | +0.2% |
| 6M | -2.3% | +25.0% | -27.3% | -7.2% |
| YTD | +0.8% | +47.0% | -46.2% | -7.9% |
| 1Y | +0.5% | +54.0% | -53.5% | -9.2% |
| 3Y | +51.4% | +70.7% | -19.3% | +31.6% |
| 5Y | +67.5% | +86.7% | -19.2% | +41.8% |
| All | +348.1% | +153.1% | +195.1% | +252.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling