+1,348.4%
FERG vs WM
+867.0%
+481.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.6% | +2.4% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -10.2% | -2.4% | -7.8% | -10.0% |
| 3M | -0.6% | +0.4% | -1.0% | -0.7% |
| 6M | -6.5% | -9.5% | +3.0% | -5.7% |
| YTD | +4.2% | +0.5% | +3.7% | +3.9% |
| 1Y | -2.3% | -1.1% | -1.2% | -2.4% |
| 3Y | +48.5% | +46.0% | +2.5% | +42.9% |
| 5Y | +72.0% | +51.8% | +20.2% | +65.2% |
| 10Y | +369.9% | +307.5% | +62.4% | +339.8% |
| All | +1,348.4% | +867.0% | +481.4% | +1,299.2% |
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