+386.5%
FERG vs WING
+637.4%
-250.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +9.7% | -2.5% | +12.2% | +10.1% |
| 30D | +15.0% | +29.5% | -14.5% | +11.7% |
| 3M | +3.8% | +40.2% | -36.4% | -0.6% |
| 6M | +10.6% | +32.7% | -22.1% | +6.2% |
| YTD | +17.0% | -32.8% | +49.8% | +20.3% |
| 1Y | +7.1% | -31.7% | +38.8% | +9.9% |
| 3Y | +67.7% | -24.7% | +92.5% | +67.2% |
| 5Y | +76.4% | -0.5% | +76.9% | +64.9% |
| 10Y | +424.2% | +647.5% | -223.2% | +379.4% |
| All | +386.5% | +637.4% | -250.9% | +341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling