+333.3%
FERG vs WING
+405.9%
-72.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.4% |
| 7D | 0.0% | -3.9% | +3.8% | +0.4% |
| 30D | -10.2% | -11.6% | +1.4% | -9.1% |
| 3M | -0.6% | -24.2% | +23.6% | +2.1% |
| 6M | -6.5% | -54.1% | +47.5% | +1.1% |
| YTD | +4.2% | -53.9% | +58.1% | +12.1% |
| 1Y | -2.3% | -64.4% | +62.1% | +7.9% |
| 3Y | +48.5% | -30.2% | +78.7% | +50.0% |
| 5Y | +72.0% | -34.1% | +106.1% | +68.3% |
| 10Y | +369.9% | +342.1% | +27.7% | +350.9% |
| All | +333.3% | +405.9% | -72.6% | +311.2% |
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 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