+351.3%
FERG vs WEC
+146.6%
+204.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -8.9% | -2.6% | -6.3% | -8.7% |
| 3M | -2.0% | -6.0% | +4.0% | -1.5% |
| 6M | -3.2% | -5.4% | +2.2% | -2.7% |
| YTD | +1.5% | +2.5% | -1.0% | +1.3% |
| 1Y | +0.5% | -0.7% | +1.2% | +0.5% |
| 3Y | +50.4% | +38.7% | +11.7% | +46.6% |
| 5Y | +68.7% | +31.7% | +37.0% | +65.3% |
| All | +351.3% | +146.6% | +204.8% | +365.7% |
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