+348.1%
FERG vs WAT
+166.5%
+181.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.0% | -2.9% | +1.9% | -0.4% |
| 30D | -11.8% | -3.2% | -8.6% | -11.2% |
| 3M | -1.2% | +10.6% | -11.8% | -3.5% |
| 6M | -2.3% | +34.0% | -36.4% | -8.9% |
| YTD | +0.8% | +5.7% | -5.0% | -1.4% |
| 1Y | +0.5% | +37.1% | -36.6% | -7.0% |
| 3Y | +51.4% | +52.4% | -1.0% | +36.7% |
| 5Y | +67.5% | -4.4% | +71.9% | +57.3% |
| All | +348.1% | +166.5% | +181.6% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling