+1,526.4%
FERG vs WAB
+1,444.5%
+81.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.8% |
| 7D | +9.7% | +5.1% | +4.7% | +8.9% |
| 30D | +15.0% | +4.0% | +11.0% | +14.3% |
| 3M | +3.8% | +0.1% | +3.7% | +3.8% |
| 6M | +10.6% | +12.8% | -2.2% | +8.4% |
| YTD | +17.0% | +40.1% | -23.1% | +10.9% |
| 1Y | +7.1% | +46.4% | -39.3% | +0.9% |
| 3Y | +67.7% | +167.4% | -99.6% | +46.9% |
| 5Y | +76.4% | +215.0% | -138.6% | +51.4% |
| 10Y | +424.2% | +269.2% | +155.1% | +344.5% |
| All | +1,526.4% | +1,444.5% | +81.9% | +1,502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling