+1,315.5%
FERG vs WY
+146.6%
+1,168.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | +0.9% | -1.7% | +2.6% | +1.2% |
| 30D | -15.1% | -9.9% | -5.2% | -13.8% |
| 3M | -4.8% | -7.5% | +2.7% | -3.8% |
| 6M | -2.5% | -5.1% | +2.7% | -1.7% |
| YTD | +1.8% | -2.1% | +3.9% | +2.1% |
| 1Y | -0.3% | -7.3% | +7.0% | +0.7% |
| 3Y | +52.9% | -22.6% | +75.6% | +57.6% |
| 5Y | +69.3% | -19.8% | +89.1% | +74.4% |
| 10Y | +352.7% | +9.6% | +343.1% | +367.8% |
| All | +1,315.5% | +146.6% | +1,168.9% | +1,344.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling