+7.1%
FERG vs WAB
+42.5%
-35.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +1.2% |
| 7D | +9.7% | +5.1% | +4.7% | +6.3% |
| 30D | +15.0% | +4.0% | +11.0% | +12.1% |
| 3M | +3.8% | +0.1% | +3.7% | +3.5% |
| 6M | +10.6% | +12.8% | -2.2% | +1.3% |
| YTD | +17.0% | +40.1% | -23.1% | -12.5% |
| 1Y | +7.1% | +46.4% | -39.3% | -23.8% |
| All | +7.1% | +42.5% | -35.4% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling