-3.6%
FERG vs SW
+26.7%
-30.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -2.1% | +2.3% | -4.4% | -2.8% |
| 30D | +8.7% | +6.8% | +1.9% | +6.4% |
| 3M | -7.4% | -5.2% | -2.2% | -6.2% |
| 6M | -6.6% | +7.4% | -14.1% | -9.9% |
| YTD | +6.6% | +17.4% | -10.8% | -2.9% |
| 1Y | -3.6% | +27.1% | -30.7% | -15.9% |
| All | -3.6% | +26.7% | -30.3% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling