+50.9%
FERG vs WU
-28.6%
+79.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +0.9% | -4.9% | +5.8% | +1.9% |
| 30D | -15.1% | -1.3% | -13.8% | -14.9% |
| 3M | -4.8% | -3.6% | -1.3% | -5.5% |
| 6M | -2.5% | -24.3% | +21.9% | +3.0% |
| YTD | +1.8% | -21.1% | +22.9% | +6.0% |
| 1Y | -0.3% | -10.3% | +10.0% | -0.6% |
| All | +50.9% | -28.6% | +79.5% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling