+53.0%
FERG vs WWD
+169.2%
-116.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | +3.4% | +0.8% | +2.6% | +3.1% |
| 30D | -11.5% | -6.4% | -5.1% | -9.5% |
| 3M | +1.3% | -5.6% | +6.9% | +2.6% |
| 6M | -1.0% | -9.1% | +8.1% | +1.3% |
| YTD | +3.2% | +12.5% | -9.3% | -2.9% |
| 1Y | -3.0% | +41.3% | -44.3% | -16.7% |
| All | +53.0% | +169.2% | -116.2% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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