+69.3%
FERG vs WING
-33.6%
+102.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | +0.9% | -2.3% | +3.2% | +1.3% |
| 30D | -15.1% | -5.6% | -9.4% | -14.5% |
| 3M | -4.8% | -22.9% | +18.1% | -1.1% |
| 6M | -2.5% | -50.4% | +48.0% | +9.1% |
| YTD | +1.8% | -53.3% | +55.1% | +14.1% |
| 1Y | -0.3% | -61.2% | +60.9% | +15.1% |
| 3Y | +52.9% | -30.1% | +83.0% | +46.5% |
| 5Y | +69.3% | -35.0% | +104.3% | +53.2% |
| All | +69.3% | -33.6% | +102.9% | +53.2% |
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