+352.7%
FERG vs CDW
+262.5%
+90.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +0.9% | -4.2% | +5.1% | +1.8% |
| 30D | -15.1% | +4.9% | -19.9% | -16.1% |
| 3M | -4.8% | +7.3% | -12.1% | -6.9% |
| 6M | -2.5% | +19.2% | -21.6% | -7.9% |
| YTD | +1.8% | +6.2% | -4.4% | -1.5% |
| 1Y | -0.3% | -14.0% | +13.7% | +1.0% |
| 3Y | +52.9% | -30.0% | +82.9% | +60.5% |
| 5Y | +69.3% | -23.6% | +92.9% | +72.2% |
| 10Y | +352.7% | +269.4% | +83.3% | +355.8% |
| All | +352.7% | +262.5% | +90.2% | +355.8% |
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