+1,335.0%
FERG vs WAB
+1,374.5%
-39.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +3.4% | +1.7% | +1.7% | +3.1% |
| 30D | -11.5% | -2.4% | -9.1% | -11.1% |
| 3M | +1.3% | +9.7% | -8.4% | -0.3% |
| 6M | -1.0% | +16.5% | -17.5% | -3.4% |
| YTD | +3.2% | +33.7% | -30.5% | -1.4% |
| 1Y | -3.0% | +49.7% | -52.6% | -8.8% |
| 3Y | +55.0% | +170.9% | -115.9% | +35.8% |
| 5Y | +72.6% | +228.0% | -155.4% | +48.7% |
| 10Y | +358.9% | +284.8% | +74.1% | +291.7% |
| All | +1,335.0% | +1,374.5% | -39.4% | +1,324.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WAB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling