+1,348.4%
FERG vs WEC
+638.5%
+709.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.4% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | -10.2% | -1.3% | -8.9% | -10.1% |
| 3M | -0.6% | -3.9% | +3.3% | -0.3% |
| 6M | -6.5% | -8.3% | +1.8% | -6.0% |
| YTD | +4.2% | +3.1% | +1.1% | +4.0% |
| 1Y | -2.3% | +1.9% | -4.2% | -2.4% |
| 3Y | +48.5% | +41.9% | +6.6% | +45.5% |
| 5Y | +72.0% | +30.8% | +41.2% | +69.3% |
| 10Y | +369.9% | +141.9% | +228.0% | +365.9% |
| All | +1,348.4% | +638.5% | +709.9% | +1,408.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling