+57.7%
FERG vs SW
+40.4%
+17.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.8% |
| 7D | -2.0% | +4.7% | -6.7% | -3.2% |
| 30D | +5.5% | +5.0% | +0.5% | +4.1% |
| 3M | -7.3% | -7.3% | 0.0% | -5.7% |
| 6M | -6.1% | +15.0% | -21.1% | -10.3% |
| YTD | +7.5% | +18.5% | -11.0% | +1.4% |
| 1Y | -3.9% | +27.1% | -31.0% | -11.0% |
| All | +57.7% | +40.4% | +17.4% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling