+1,348.4%
FERG vs WCC
+1,218.1%
+130.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.9% | -1.5% | +1.8% |
| 7D | 0.0% | +4.5% | -4.5% | -0.7% |
| 30D | -10.2% | -5.8% | -4.4% | -9.4% |
| 3M | -0.6% | -3.7% | +3.1% | -0.3% |
| 6M | -6.5% | +23.1% | -29.6% | -9.6% |
| YTD | +4.2% | +44.2% | -40.0% | -1.4% |
| 1Y | -2.3% | +62.1% | -64.4% | -9.0% |
| 3Y | +48.5% | +121.1% | -72.6% | +31.7% |
| 5Y | +72.0% | +214.0% | -141.9% | +47.8% |
| 10Y | +369.9% | +472.8% | -102.9% | +300.8% |
| All | +1,348.4% | +1,218.1% | +130.3% | +1,219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling