+69.3%
FERG vs WCC
+228.2%
-158.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | +0.9% | +6.8% | -5.9% | -1.4% |
| 30D | -15.1% | -3.0% | -12.0% | -14.3% |
| 3M | -4.8% | +0.2% | -5.0% | -5.5% |
| 6M | -2.5% | +33.2% | -35.6% | -12.7% |
| YTD | +1.8% | +45.8% | -44.0% | -11.9% |
| 1Y | -0.3% | +68.4% | -68.7% | -18.2% |
| 3Y | +52.9% | +131.1% | -78.2% | +7.6% |
| 5Y | +69.3% | +225.6% | -156.3% | 0.0% |
| All | +69.3% | +228.2% | -158.9% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling