+67.7%
FERG vs WY
-22.2%
+90.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -2.6% | -4.2% | +1.6% | -0.3% |
| 30D | -8.9% | -10.1% | +1.2% | -3.6% |
| 3M | -2.0% | -8.5% | +6.5% | +2.3% |
| 6M | -3.2% | -3.3% | +0.1% | -1.9% |
| YTD | +1.5% | -4.4% | +5.9% | +3.1% |
| 1Y | +0.5% | -11.5% | +12.0% | +6.3% |
| 3Y | +50.4% | -24.3% | +74.7% | +70.6% |
| All | +67.7% | -22.2% | +90.0% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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