+531.5%
FERG vs W
+210.9%
+320.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +9.7% | +0.2% | +9.6% | +9.8% |
| 30D | +15.0% | +6.8% | +8.2% | +14.4% |
| 3M | +3.8% | +10.7% | -6.9% | +2.7% |
| 6M | +10.6% | +86.3% | -75.7% | +4.3% |
| YTD | +17.0% | +11.5% | +5.5% | +14.3% |
| 1Y | +7.1% | +5.1% | +2.0% | +5.0% |
| 3Y | +67.7% | +171.0% | -103.2% | +48.6% |
| 5Y | +76.4% | -56.6% | +133.0% | +59.1% |
| 10Y | +424.2% | +213.4% | +210.8% | +348.1% |
| All | +531.5% | +210.9% | +320.6% | +447.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling