+78.0%
FERG vs WING
+0.4%
+77.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +9.7% | -2.5% | +12.2% | +10.3% |
| 30D | +15.0% | +29.5% | -14.5% | +9.8% |
| 3M | +3.8% | +40.2% | -36.4% | -2.9% |
| 6M | +10.6% | +32.7% | -22.1% | +3.6% |
| YTD | +17.0% | -32.8% | +49.8% | +22.6% |
| 1Y | +7.1% | -31.7% | +38.8% | +11.7% |
| 3Y | +67.7% | -24.7% | +92.5% | +60.5% |
| All | +78.0% | +0.4% | +77.6% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling