+352.7%
FERG vs WST
+325.7%
+27.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | +0.9% | -1.7% | +2.6% | +1.2% |
| 30D | -15.1% | -4.3% | -10.7% | -14.5% |
| 3M | -4.8% | +0.7% | -5.6% | -5.0% |
| 6M | -2.5% | +36.0% | -38.5% | -7.4% |
| YTD | +1.8% | +22.7% | -20.9% | -1.9% |
| 1Y | -0.3% | +34.1% | -34.4% | -5.5% |
| 3Y | +52.9% | -13.6% | +66.5% | +49.9% |
| 5Y | +69.3% | -26.0% | +95.3% | +62.3% |
| 10Y | +352.7% | +335.8% | +16.9% | +265.3% |
| All | +352.7% | +325.7% | +27.0% | +265.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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