+424.2%
FERG vs BWA
+94.2%
+330.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.7% | +4.3% | +5.5% | +8.9% |
| 30D | +15.0% | -13.0% | +28.0% | +18.3% |
| 3M | +3.8% | -24.8% | +28.6% | +9.7% |
| 6M | +10.6% | -23.5% | +34.1% | +16.1% |
| YTD | +17.0% | +13.8% | +3.1% | +12.4% |
| 1Y | +7.1% | +13.4% | -6.3% | +2.9% |
| 3Y | +67.7% | +62.8% | +5.0% | +48.7% |
| 5Y | +76.4% | +28.5% | +48.0% | +58.2% |
| All | +424.2% | +94.2% | +330.0% | +339.4% |
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