+351.3%
FERG vs WU
-39.1%
+390.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.6% | -3.5% | +0.9% | -2.1% |
| 30D | -8.9% | -2.9% | -6.0% | -8.6% |
| 3M | -2.0% | -2.3% | +0.2% | -2.4% |
| 6M | -3.2% | -25.4% | +22.2% | +0.1% |
| YTD | +1.5% | -21.2% | +22.7% | +4.1% |
| 1Y | +0.5% | -8.9% | +9.3% | +0.6% |
| 3Y | +50.4% | -29.0% | +79.4% | +54.7% |
| 5Y | +68.7% | -50.7% | +119.4% | +73.2% |
| All | +351.3% | -39.1% | +390.4% | +369.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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