+1,335.0%
FERG vs GWW
+1,636.1%
-301.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.4% |
| 7D | +3.4% | -1.5% | +4.9% | +3.7% |
| 30D | -11.5% | +1.1% | -12.6% | -11.7% |
| 3M | +1.3% | -1.0% | +2.3% | +1.4% |
| 6M | -1.0% | +16.3% | -17.3% | -3.6% |
| YTD | +3.2% | +28.5% | -25.3% | -1.3% |
| 1Y | -3.0% | +30.3% | -33.2% | -7.4% |
| 3Y | +55.0% | +91.6% | -36.6% | +40.8% |
| 5Y | +72.6% | +224.0% | -151.3% | +49.6% |
| 10Y | +358.9% | +551.3% | -192.4% | +283.6% |
| All | +1,335.0% | +1,636.1% | -301.0% | +1,087.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling