+351.3%
FERG vs WAB
+296.8%
+54.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | -8.9% | -4.1% | -4.8% | -7.9% |
| 3M | -2.0% | +8.2% | -10.2% | -4.1% |
| 6M | -3.2% | +15.4% | -18.6% | -6.6% |
| YTD | +1.5% | +33.1% | -31.6% | -5.2% |
| 1Y | +0.5% | +48.1% | -47.6% | -8.4% |
| 3Y | +50.4% | +167.7% | -117.3% | +22.6% |
| 5Y | +68.7% | +225.7% | -157.0% | +33.6% |
| All | +351.3% | +296.8% | +54.5% | +245.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling