+1,348.4%
FERG vs WAT
+566.4%
+782.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | 0.0% | -1.3% | +1.2% | +0.2% |
| 30D | -10.2% | +2.3% | -12.5% | -10.5% |
| 3M | -0.6% | +8.7% | -9.3% | -1.9% |
| 6M | -6.5% | +28.3% | -34.8% | -10.4% |
| YTD | +4.2% | +7.8% | -3.6% | +2.3% |
| 1Y | -2.3% | +36.6% | -38.9% | -7.4% |
| 3Y | +48.5% | +45.7% | +2.8% | +39.3% |
| 5Y | +72.0% | -3.3% | +75.3% | +64.4% |
| 10Y | +369.9% | +162.1% | +207.8% | +338.2% |
| All | +1,348.4% | +566.4% | +782.0% | +1,334.8% |
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