+1,545.2%
FERG vs WMB
+769.4%
+775.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | +7.2% | -6.9% | +14.1% | +7.6% |
| 30D | +17.9% | -7.2% | +25.1% | +18.3% |
| 3M | -1.3% | -5.4% | +4.1% | -1.1% |
| 6M | +8.3% | -4.9% | +13.2% | +8.5% |
| YTD | +18.3% | +14.7% | +3.6% | +17.3% |
| 1Y | +4.7% | +14.7% | -10.0% | +3.8% |
| 3Y | +70.3% | +116.4% | -46.1% | +63.9% |
| 5Y | +84.6% | +198.5% | -113.9% | +75.9% |
| 10Y | +430.3% | +266.3% | +164.0% | +404.9% |
| All | +1,545.2% | +769.4% | +775.8% | +1,458.0% |
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 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