+72.6%
FERG vs WMB
+282.7%
-210.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.5% |
| 7D | +3.4% | +0.8% | +2.6% | +3.2% |
| 30D | -11.5% | +7.7% | -19.2% | -13.2% |
| 3M | +1.3% | +6.7% | -5.4% | -0.6% |
| 6M | -1.0% | +3.6% | -4.6% | -2.3% |
| YTD | +3.2% | +28.0% | -24.8% | -3.9% |
| 1Y | -3.0% | +37.6% | -40.6% | -11.8% |
| 3Y | +55.0% | +149.0% | -94.0% | +15.2% |
| 5Y | +72.6% | +285.3% | -212.7% | +17.1% |
| All | +72.6% | +282.7% | -210.0% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling