+75.3%
FERG vs WM
+63.0%
+12.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.0% |
| 7D | +8.2% | +1.2% | +7.0% | +7.9% |
| 30D | +14.4% | +15.2% | -0.9% | +10.7% |
| 3M | +4.3% | +8.3% | -4.0% | +2.3% |
| 6M | +7.9% | +13.1% | -5.3% | +4.5% |
| YTD | +16.3% | +12.5% | +3.7% | +12.3% |
| 1Y | +2.2% | +21.8% | -19.5% | -3.3% |
| 3Y | +67.3% | +48.8% | +18.5% | +46.5% |
| 5Y | +75.3% | +62.1% | +13.3% | +50.4% |
| All | +75.3% | +63.0% | +12.3% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling