+1,526.4%
FERG vs WAT
+649.2%
+877.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +9.7% | +0.6% | +9.2% | +9.7% |
| 30D | +15.0% | +5.4% | +9.6% | +14.2% |
| 3M | +3.8% | +11.3% | -7.6% | +2.0% |
| 6M | +10.6% | +37.4% | -26.8% | +5.2% |
| YTD | +17.0% | +21.2% | -4.2% | +12.8% |
| 1Y | +7.1% | +21.3% | -14.3% | +3.3% |
| 3Y | +67.7% | +83.4% | -15.6% | +52.9% |
| 5Y | +76.4% | +29.0% | +47.4% | +64.7% |
| 10Y | +424.2% | +223.9% | +200.3% | +379.6% |
| All | +1,526.4% | +649.2% | +877.1% | +1,482.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling