+2.2%
FERG vs W
-0.9%
+3.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.1% | -3.2% |
| 7D | +8.2% | -1.7% | +9.8% | +8.5% |
| 30D | +14.4% | +3.2% | +11.1% | +13.9% |
| 3M | +4.3% | +8.3% | -3.9% | +3.0% |
| 6M | +7.9% | +84.3% | -76.4% | -2.8% |
| YTD | +16.3% | +11.0% | +5.2% | +10.9% |
| 1Y | +2.2% | -0.2% | +2.5% | -1.2% |
| All | +2.2% | -0.9% | +3.1% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling