+56.4%
FERG vs WM
+47.1%
+9.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.6% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | +8.7% | +13.1% | -4.4% | +6.9% |
| 3M | -7.4% | +3.6% | -11.0% | -8.0% |
| 6M | -6.6% | +8.1% | -14.7% | -7.7% |
| YTD | +6.6% | +8.9% | -2.3% | +4.8% |
| 1Y | -3.6% | +20.3% | -23.9% | -6.8% |
| 3Y | +56.4% | +46.2% | +10.2% | +55.8% |
| All | +56.4% | +47.1% | +9.3% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling