+424.2%
FERG vs WEC
+197.9%
+226.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +9.7% | +2.3% | +7.4% | +9.5% |
| 30D | +15.0% | +11.1% | +4.0% | +13.9% |
| 3M | +3.8% | +8.4% | -4.7% | +2.9% |
| 6M | +10.6% | +7.5% | +3.1% | +9.8% |
| YTD | +17.0% | +15.3% | +1.6% | +15.4% |
| 1Y | +7.1% | +9.7% | -2.6% | +6.1% |
| 3Y | +67.7% | +64.7% | +3.1% | +60.4% |
| 5Y | +76.4% | +57.3% | +19.2% | +70.4% |
| All | +424.2% | +197.9% | +226.3% | +406.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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