+49.3%
FERG vs WAB
+164.6%
-115.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -11.8% | -5.9% | -5.9% | -8.7% |
| 3M | -1.2% | +9.4% | -10.6% | -6.8% |
| 6M | -2.3% | +13.8% | -16.1% | -10.1% |
| YTD | +0.8% | +31.8% | -31.0% | -14.6% |
| 1Y | +0.5% | +48.5% | -48.0% | -20.2% |
| All | +49.3% | +164.6% | -115.3% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling