+67.5%
FERG vs WU
-51.6%
+119.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.0% | -5.0% | +4.0% | +0.3% |
| 30D | -11.8% | -2.3% | -9.5% | -11.4% |
| 3M | -1.2% | -3.2% | +2.0% | -2.0% |
| 6M | -2.3% | -25.0% | +22.7% | +4.7% |
| YTD | +0.8% | -21.7% | +22.4% | +6.2% |
| 1Y | +0.5% | -9.0% | +9.4% | 0.0% |
| 3Y | +51.4% | -28.9% | +80.3% | +60.6% |
| 5Y | +67.5% | -51.0% | +118.5% | +92.0% |
| All | +67.5% | -51.6% | +119.1% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling