+424.2%
FERG vs WMB
+282.5%
+141.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +9.7% | +7.8% | +1.9% | +9.0% |
| 30D | +15.0% | -5.1% | +20.1% | +15.5% |
| 3M | +3.8% | -4.7% | +8.5% | +4.1% |
| 6M | +10.6% | -7.4% | +18.0% | +11.1% |
| YTD | +17.0% | +17.5% | -0.5% | +14.8% |
| 1Y | +7.1% | +19.5% | -12.4% | +4.9% |
| 3Y | +67.7% | +121.3% | -53.5% | +55.1% |
| 5Y | +76.4% | +200.5% | -124.1% | +60.4% |
| All | +424.2% | +282.5% | +141.7% | +391.1% |
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