+348.1%
FERG vs WMB
+304.7%
+43.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.7% |
| 7D | -1.0% | -1.7% | +0.6% | -0.9% |
| 30D | -11.8% | +0.7% | -12.5% | -11.9% |
| 3M | -1.2% | +1.5% | -2.8% | -1.5% |
| 6M | -2.3% | +0.1% | -2.4% | -2.5% |
| YTD | +0.8% | +22.9% | -22.1% | -1.4% |
| 1Y | +0.5% | +27.9% | -27.4% | -2.2% |
| 3Y | +51.4% | +139.1% | -87.8% | +39.3% |
| 5Y | +67.5% | +270.9% | -203.4% | +51.2% |
| All | +348.1% | +304.7% | +43.4% | +318.0% |
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