+67.5%
FERG vs GWW
+219.8%
-152.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -1.0% | -3.1% | +2.1% | +0.7% |
| 30D | -11.8% | -2.3% | -9.5% | -10.7% |
| 3M | -1.2% | -3.3% | +2.1% | +0.3% |
| 6M | -2.3% | +15.4% | -17.7% | -9.9% |
| YTD | +0.8% | +26.7% | -26.0% | -11.9% |
| 1Y | +0.5% | +29.0% | -28.5% | -13.2% |
| 3Y | +51.4% | +89.0% | -37.6% | +7.0% |
| 5Y | +67.5% | +221.8% | -154.3% | -6.4% |
| All | +67.5% | +219.8% | -152.3% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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