+351.3%
FERG vs WCN
+235.9%
+115.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.6% | -3.1% | +0.5% | -1.8% |
| 30D | -8.9% | -3.4% | -5.5% | -8.2% |
| 3M | -2.0% | +3.0% | -5.0% | -2.9% |
| 6M | -3.2% | -3.8% | +0.6% | -2.7% |
| YTD | +1.5% | -8.3% | +9.8% | +3.2% |
| 1Y | +0.5% | -9.7% | +10.2% | +2.4% |
| 3Y | +50.4% | +17.2% | +33.3% | +42.7% |
| 5Y | +68.7% | +25.3% | +43.4% | +57.0% |
| All | +351.3% | +235.9% | +115.4% | +283.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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