+430.3%
FERG vs WST
+446.4%
-16.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +7.2% | +1.4% | +5.8% | +7.0% |
| 30D | +17.9% | +12.7% | +5.2% | +15.7% |
| 3M | -1.3% | +17.2% | -18.4% | -3.8% |
| 6M | +8.3% | +26.7% | -18.3% | +4.2% |
| YTD | +18.3% | +50.3% | -32.0% | +10.3% |
| 1Y | +4.7% | +50.2% | -45.5% | -2.5% |
| 3Y | +70.3% | +21.7% | +48.6% | +57.1% |
| 5Y | +84.6% | +2.0% | +82.6% | +69.1% |
| 10Y | +430.3% | +451.1% | -20.8% | +305.3% |
| All | +430.3% | +446.4% | -16.1% | +305.3% |
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