+72.6%
FERG vs WST
-25.8%
+98.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | +3.4% | -0.3% | +3.6% | +3.4% |
| 30D | -11.5% | -4.6% | -6.9% | -10.8% |
| 3M | +1.3% | +5.7% | -4.4% | +0.2% |
| 6M | -1.0% | +37.6% | -38.5% | -6.9% |
| YTD | +3.2% | +23.0% | -19.8% | -1.2% |
| 1Y | -3.0% | +33.8% | -36.8% | -8.6% |
| 3Y | +55.0% | -13.4% | +68.4% | +52.5% |
| 5Y | +72.6% | -27.0% | +99.6% | +65.6% |
| All | +72.6% | -25.8% | +98.4% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling