+439.0%
FERG vs SW
+185.4%
+253.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.9% |
| 7D | -2.0% | +4.7% | -6.7% | -2.7% |
| 30D | +5.5% | +5.0% | +0.5% | +4.7% |
| 3M | -7.3% | -7.3% | 0.0% | -6.3% |
| 6M | -6.1% | +15.0% | -21.1% | -8.5% |
| YTD | +7.5% | +18.5% | -11.0% | +4.0% |
| 1Y | -3.9% | +27.1% | -31.0% | -7.9% |
| 3Y | +57.3% | +49.3% | +8.0% | +46.6% |
| 5Y | +68.9% | -1.6% | +70.5% | +59.9% |
| All | +439.0% | +185.4% | +253.7% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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