+86.2%
FERG vs WAT
+33.2%
+53.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.3% |
| 7D | +6.4% | +0.7% | +5.7% | +6.3% |
| 30D | +19.9% | +9.0% | +10.9% | +16.7% |
| 3M | +5.6% | +13.5% | -7.9% | +1.3% |
| 6M | +9.2% | +35.3% | -26.1% | -1.4% |
| YTD | +20.6% | +24.0% | -3.3% | +10.9% |
| 1Y | +5.7% | +22.0% | -16.3% | -2.2% |
| 3Y | +73.6% | +84.0% | -10.4% | +33.8% |
| 5Y | +86.2% | +34.4% | +51.9% | +60.4% |
| All | +86.2% | +33.2% | +53.0% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling