+0.5%
FERG vs WAT
+38.4%
-37.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | -8.9% | -1.9% | -7.0% | -8.6% |
| 3M | -2.0% | +13.5% | -15.6% | -4.7% |
| 6M | -3.2% | +37.2% | -40.4% | -10.7% |
| YTD | +1.5% | +7.5% | -6.0% | -0.1% |
| 1Y | +0.5% | +35.0% | -34.5% | -10.0% |
| All | +0.5% | +38.4% | -37.9% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling