+65.0%
FERG vs WST
-0.1%
+65.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | -2.1% | -3.1% | +1.0% | -1.5% |
| 30D | +8.7% | +9.1% | -0.4% | +7.0% |
| 3M | -7.4% | +14.7% | -22.1% | -9.7% |
| 6M | -6.6% | +28.0% | -34.6% | -10.8% |
| YTD | +6.6% | +45.6% | -39.1% | -1.0% |
| 1Y | -3.6% | +45.7% | -49.2% | -10.5% |
| 3Y | +56.4% | +21.1% | +35.3% | +41.4% |
| All | +65.0% | -0.1% | +65.1% | +46.4% |
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