+1,335.0%
FERG vs WCN
+1,144.9%
+190.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +3.4% | -0.4% | +3.8% | +3.4% |
| 30D | -11.5% | -2.1% | -9.4% | -11.2% |
| 3M | +1.3% | +6.4% | -5.1% | +0.3% |
| 6M | -1.0% | -3.7% | +2.7% | -0.6% |
| YTD | +3.2% | -6.4% | +9.6% | +3.9% |
| 1Y | -3.0% | -7.9% | +5.0% | -2.1% |
| 3Y | +55.0% | +20.8% | +34.2% | +50.4% |
| 5Y | +72.6% | +29.0% | +43.7% | +66.1% |
| 10Y | +358.9% | +236.4% | +122.6% | +332.6% |
| All | +1,335.0% | +1,144.9% | +190.1% | +1,419.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling