+1,315.5%
FERG vs ITW
+708.0%
+607.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.4% | -0.9% |
| 7D | +0.9% | -1.9% | +2.8% | +1.4% |
| 30D | -15.1% | -10.4% | -4.7% | -12.8% |
| 3M | -4.8% | +3.5% | -8.4% | -5.6% |
| 6M | -2.5% | -3.4% | +0.9% | -1.7% |
| YTD | +1.8% | +8.5% | -6.7% | +0.1% |
| 1Y | -0.3% | +3.2% | -3.6% | -1.0% |
| 3Y | +52.9% | +18.9% | +34.0% | +48.3% |
| 5Y | +69.3% | +35.0% | +34.3% | +61.0% |
| 10Y | +352.7% | +188.6% | +164.0% | +309.7% |
| All | +1,315.5% | +708.0% | +607.5% | +1,167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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