+348.1%
FERG vs WCC
+518.6%
-170.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.4% |
| 7D | -1.0% | +1.7% | -2.7% | -1.3% |
| 30D | -11.8% | -6.1% | -5.8% | -10.9% |
| 3M | -1.2% | +3.1% | -4.3% | -2.1% |
| 6M | -2.3% | +28.2% | -30.5% | -7.1% |
| YTD | +0.8% | +41.1% | -40.3% | -5.8% |
| 1Y | +0.5% | +61.3% | -60.8% | -8.4% |
| 3Y | +51.4% | +123.6% | -72.3% | +29.1% |
| 5Y | +67.5% | +214.8% | -147.3% | +37.3% |
| All | +348.1% | +518.6% | -170.4% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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