+1,382.0%
FERG vs WM
+947.9%
+434.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.6% |
| 7D | -2.1% | +1.2% | -3.3% | -2.2% |
| 30D | +8.7% | +13.1% | -4.4% | +7.3% |
| 3M | -7.4% | +3.6% | -11.0% | -7.8% |
| 6M | -6.6% | +8.1% | -14.7% | -7.5% |
| YTD | +6.6% | +8.9% | -2.3% | +5.5% |
| 1Y | -3.6% | +20.3% | -23.9% | -5.6% |
| 3Y | +56.4% | +46.2% | +10.2% | +50.4% |
| 5Y | +67.5% | +59.9% | +7.6% | +59.7% |
| 10Y | +434.6% | +345.6% | +89.0% | +396.1% |
| All | +1,382.0% | +947.9% | +434.1% | +1,319.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling