+1,335.0%
FERG vs WSM
+3,089.5%
-1,754.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | +3.4% | +2.6% | +0.8% | +3.0% |
| 30D | -11.5% | -9.5% | -2.0% | -10.4% |
| 3M | +1.3% | +12.9% | -11.6% | -0.2% |
| 6M | -1.0% | +23.0% | -24.0% | -3.5% |
| YTD | +3.2% | +28.9% | -25.7% | 0.0% |
| 1Y | -3.0% | +13.7% | -16.6% | -4.7% |
| 3Y | +55.0% | +232.6% | -177.6% | +36.6% |
| 5Y | +72.6% | +185.9% | -113.2% | +51.1% |
| 10Y | +358.9% | +998.6% | -639.7% | +290.3% |
| All | +1,335.0% | +3,089.5% | -1,754.5% | +1,079.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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