+1,335.0%
FERG vs WU
-22.0%
+1,357.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | +3.4% | -0.8% | +4.2% | +3.5% |
| 30D | -11.5% | -1.1% | -10.4% | -11.4% |
| 3M | +1.3% | -1.8% | +3.1% | +1.0% |
| 6M | -1.0% | -23.9% | +23.0% | +1.3% |
| YTD | +3.2% | -20.4% | +23.6% | +5.1% |
| 1Y | -3.0% | -10.6% | +7.6% | -2.6% |
| 3Y | +55.0% | -27.7% | +82.8% | +58.1% |
| 5Y | +72.6% | -51.1% | +123.8% | +77.5% |
| 10Y | +358.9% | -40.7% | +399.7% | +369.5% |
| All | +1,335.0% | -22.0% | +1,357.1% | +1,374.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling