+1,348.4%
FERG vs WST
+1,840.0%
-491.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | 0.0% | +0.7% | -0.8% | -0.1% |
| 30D | -10.2% | -3.1% | -7.0% | -9.8% |
| 3M | -0.6% | +7.2% | -7.8% | -1.5% |
| 6M | -6.5% | +36.8% | -43.3% | -10.5% |
| YTD | +4.2% | +23.8% | -19.7% | +0.9% |
| 1Y | -2.3% | +37.8% | -40.0% | -6.7% |
| 3Y | +48.5% | -15.9% | +64.4% | +46.4% |
| 5Y | +72.0% | -25.8% | +97.8% | +66.0% |
| 10Y | +369.9% | +319.6% | +50.3% | +306.7% |
| All | +1,348.4% | +1,840.0% | -491.5% | +1,110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling