+421.0%
FERG vs W
+211.1%
+209.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.1% | -3.4% |
| 7D | +8.2% | -1.7% | +9.8% | +8.4% |
| 30D | +14.4% | +3.2% | +11.1% | +14.0% |
| 3M | +4.3% | +8.3% | -3.9% | +3.4% |
| 6M | +7.9% | +84.3% | -76.4% | +1.2% |
| YTD | +16.3% | +11.0% | +5.2% | +13.4% |
| 1Y | +2.2% | -0.2% | +2.5% | +0.5% |
| 3Y | +67.3% | +157.9% | -90.6% | +47.0% |
| 5Y | +75.3% | -56.8% | +132.1% | +55.3% |
| All | +421.0% | +211.1% | +209.9% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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