+430.3%
FERG vs CDW
+329.6%
+100.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.8% |
| 7D | +7.2% | +13.1% | -5.9% | +4.5% |
| 30D | +17.9% | +19.1% | -1.2% | +13.5% |
| 3M | -1.3% | +24.7% | -26.0% | -6.3% |
| 6M | +8.3% | +63.4% | -55.0% | -4.1% |
| YTD | +18.3% | +26.3% | -8.0% | +9.9% |
| 1Y | +4.7% | +20.6% | -15.9% | -1.7% |
| 3Y | +70.3% | -16.3% | +86.6% | +71.7% |
| 5Y | +84.6% | -3.9% | +88.6% | +80.0% |
| 10Y | +430.3% | +331.5% | +98.8% | +422.5% |
| All | +430.3% | +329.6% | +100.7% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling