+440.7%
FERG vs WMB
+278.0%
+162.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.7% |
| 7D | +6.4% | +1.6% | +4.9% | +6.3% |
| 30D | +19.9% | -7.1% | +27.0% | +20.6% |
| 3M | +5.6% | -4.0% | +9.6% | +5.8% |
| 6M | +9.2% | -5.7% | +15.0% | +9.6% |
| YTD | +20.6% | +17.2% | +3.5% | +18.4% |
| 1Y | +5.7% | +17.2% | -11.5% | +3.7% |
| 3Y | +73.6% | +121.1% | -47.4% | +60.5% |
| 5Y | +86.2% | +197.2% | -111.0% | +69.3% |
| 10Y | +440.7% | +280.9% | +159.7% | +406.5% |
| All | +440.7% | +278.0% | +162.6% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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