+55.0%
FERG vs WING
-31.3%
+86.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -11.5% | -6.0% | -5.5% | -11.0% |
| 3M | +1.3% | -23.5% | +24.8% | +4.5% |
| 6M | -1.0% | -52.0% | +51.0% | +9.0% |
| YTD | +3.2% | -53.8% | +57.0% | +13.4% |
| 1Y | -3.0% | -63.8% | +60.8% | +10.4% |
| 3Y | +55.0% | -30.8% | +85.8% | +43.1% |
| All | +55.0% | -31.3% | +86.3% | +43.1% |
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