+72.6%
FERG vs W
-63.0%
+135.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | +3.4% | +6.5% | -3.1% | +2.5% |
| 30D | -11.5% | -6.2% | -5.3% | -10.8% |
| 3M | +1.3% | +48.9% | -47.6% | -5.4% |
| 6M | -1.0% | +31.2% | -32.2% | -6.4% |
| YTD | +3.2% | -0.4% | +3.7% | +0.9% |
| 1Y | -3.0% | +14.8% | -17.8% | -7.9% |
| 3Y | +55.0% | +40.5% | +14.5% | +33.7% |
| 5Y | +72.6% | -62.1% | +134.8% | +44.6% |
| All | +72.6% | -63.0% | +135.6% | +44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling