+1,348.4%
FERG vs WMB
+848.7%
+499.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -10.2% | +3.3% | -13.4% | -10.3% |
| 3M | -0.6% | +3.1% | -3.7% | -0.8% |
| 6M | -6.5% | -0.7% | -5.8% | -6.6% |
| YTD | +4.2% | +25.2% | -21.0% | +2.9% |
| 1Y | -2.3% | +32.9% | -35.1% | -3.8% |
| 3Y | +48.5% | +140.6% | -92.1% | +42.3% |
| 5Y | +72.0% | +273.5% | -201.4% | +62.7% |
| 10Y | +369.9% | +334.2% | +35.7% | +344.8% |
| All | +1,348.4% | +848.7% | +499.7% | +1,266.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling