+434.6%
FERG vs SW
+182.7%
+251.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -2.1% | +2.3% | -4.4% | -2.4% |
| 30D | +8.7% | +6.8% | +1.9% | +7.5% |
| 3M | -7.4% | -5.2% | -2.2% | -6.8% |
| 6M | -6.6% | +7.4% | -14.1% | -8.0% |
| YTD | +6.6% | +17.4% | -10.8% | +3.3% |
| 1Y | -3.6% | +27.1% | -30.7% | -7.6% |
| 3Y | +56.4% | +47.9% | +8.5% | +46.0% |
| 5Y | +67.5% | -2.6% | +70.1% | +58.8% |
| All | +434.6% | +182.7% | +251.9% | +348.1% |
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