+1,348.4%
FERG vs WAB
+1,366.2%
-17.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | 0.0% | -3.2% | +3.2% | +0.5% |
| 30D | -10.2% | -4.4% | -5.7% | -9.5% |
| 3M | -0.6% | +7.9% | -8.4% | -1.9% |
| 6M | -6.5% | +8.7% | -15.2% | -7.8% |
| YTD | +4.2% | +33.0% | -28.8% | -0.4% |
| 1Y | -2.3% | +46.7% | -48.9% | -7.9% |
| 3Y | +48.5% | +153.0% | -104.5% | +31.1% |
| 5Y | +72.0% | +222.3% | -150.3% | +48.4% |
| 10Y | +369.9% | +291.0% | +78.9% | +301.4% |
| All | +1,348.4% | +1,366.2% | -17.8% | +1,338.8% |
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 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