+348.1%
FERG vs W
+155.6%
+192.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.8% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | -11.8% | -5.6% | -6.2% | -11.4% |
| 3M | -1.2% | +41.9% | -43.1% | -5.0% |
| 6M | -2.3% | +30.2% | -32.5% | -5.6% |
| YTD | +0.8% | -2.9% | +3.7% | -0.4% |
| 1Y | +0.5% | +11.6% | -11.1% | -2.4% |
| 3Y | +51.4% | +37.0% | +14.4% | +38.7% |
| 5Y | +67.5% | -62.8% | +130.3% | +50.5% |
| All | +348.1% | +155.6% | +192.5% | +274.4% |
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