+1,526.4%
FERG vs BWA
+312.1%
+1,214.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +9.7% | +4.3% | +5.5% | +9.2% |
| 30D | +15.0% | -13.0% | +28.0% | +17.1% |
| 3M | +3.8% | -24.8% | +28.6% | +7.6% |
| 6M | +10.6% | -23.5% | +34.1% | +14.2% |
| YTD | +17.0% | +13.8% | +3.1% | +14.3% |
| 1Y | +7.1% | +13.4% | -6.3% | +4.6% |
| 3Y | +67.7% | +62.8% | +5.0% | +56.1% |
| 5Y | +76.4% | +28.5% | +48.0% | +65.5% |
| 10Y | +424.2% | +95.4% | +328.9% | +383.4% |
| All | +1,526.4% | +312.1% | +1,214.2% | +1,459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling