+69.3%
FERG vs WAB
+224.0%
-154.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.5% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | -15.1% | -4.6% | -10.5% | -12.6% |
| 3M | -4.8% | +5.6% | -10.5% | -8.5% |
| 6M | -2.5% | +13.8% | -16.3% | -10.6% |
| YTD | +1.8% | +31.9% | -30.0% | -14.6% |
| 1Y | -0.3% | +48.3% | -48.6% | -22.1% |
| 3Y | +52.9% | +167.1% | -114.2% | -19.1% |
| 5Y | +69.3% | +222.9% | -153.6% | -21.2% |
| All | +69.3% | +224.0% | -154.7% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling