+1,311.2%
FERG vs WTW
+516.1%
+795.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.6% | -5.7% | +3.1% | -1.7% |
| 30D | -8.9% | -7.3% | -1.6% | -7.9% |
| 3M | -2.0% | +21.5% | -23.5% | -5.1% |
| 6M | -3.2% | +9.6% | -12.8% | -5.0% |
| YTD | +1.5% | -3.3% | +4.8% | +1.5% |
| 1Y | +0.5% | -6.1% | +6.6% | +0.9% |
| 3Y | +50.4% | +61.8% | -11.4% | +38.2% |
| 5Y | +68.7% | +42.7% | +26.0% | +57.1% |
| 10Y | +351.3% | +197.2% | +154.1% | +296.7% |
| All | +1,311.2% | +516.1% | +795.1% | +1,044.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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