+67.7%
FERG vs WING
-23.4%
+91.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +9.7% | -2.5% | +12.2% | +10.2% |
| 30D | +15.0% | +29.5% | -14.5% | +11.1% |
| 3M | +3.8% | +40.2% | -36.4% | -1.2% |
| 6M | +10.6% | +32.7% | -22.1% | +5.4% |
| YTD | +17.0% | -32.8% | +49.8% | +21.8% |
| 1Y | +7.1% | -31.7% | +38.8% | +11.0% |
| 3Y | +67.7% | -24.7% | +92.5% | +78.0% |
| All | +67.7% | -23.4% | +91.2% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 3y: compounded portfolio wealth divided by compounded WING 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…
3y analysis · Full analysis span regression · 6 months rolling