+67.5%
FERG vs NWSA
+39.0%
+28.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -1.0% | -4.8% | +3.7% | +1.0% |
| 30D | -11.8% | +3.0% | -14.8% | -12.9% |
| 3M | -1.2% | +9.3% | -10.5% | -5.4% |
| 6M | -2.3% | +23.2% | -25.5% | -11.4% |
| YTD | +0.8% | +13.3% | -12.5% | -5.6% |
| 1Y | +0.5% | +2.9% | -2.4% | -2.0% |
| 3Y | +51.4% | +43.3% | +8.1% | +26.3% |
| 5Y | +67.5% | +40.9% | +26.6% | +31.7% |
| All | +67.5% | +39.0% | +28.5% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 5y: compounded portfolio wealth divided by compounded NWSA 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…
5y analysis · Full analysis span regression · 6 months rolling