+480.5%
FERG vs NWSA
+122.3%
+358.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.9% | -3.1% | +4.0% | +1.5% |
| 30D | -15.1% | +4.3% | -19.3% | -15.7% |
| 3M | -4.8% | +9.2% | -14.1% | -6.6% |
| 6M | -2.5% | +21.6% | -24.0% | -6.2% |
| YTD | +1.8% | +14.2% | -12.4% | -1.1% |
| 1Y | -0.3% | +1.8% | -2.1% | -1.2% |
| 3Y | +52.9% | +44.4% | +8.5% | +43.1% |
| 5Y | +69.3% | +41.0% | +28.3% | +56.4% |
| 10Y | +352.7% | +150.0% | +202.7% | +303.7% |
| All | +480.5% | +122.3% | +358.1% | +415.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling