+363.2%
FERG vs WM
+305.9%
+57.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +2.5% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -10.2% | -2.4% | -7.8% | -9.9% |
| 3M | -0.6% | +0.4% | -1.0% | -0.7% |
| 6M | -6.5% | -9.5% | +3.0% | -5.4% |
| YTD | +4.2% | +0.5% | +3.7% | +3.8% |
| 1Y | -2.3% | -1.1% | -1.2% | -2.4% |
| 3Y | +48.5% | +46.0% | +2.5% | +40.4% |
| 5Y | +72.0% | +51.8% | +20.2% | +62.3% |
| All | +363.2% | +305.9% | +57.3% | +348.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling