+71.5%
FERG vs SW
-2.3%
+73.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.1% | +2.1% |
| 7D | 0.0% | -5.1% | +5.1% | +1.0% |
| 30D | -10.2% | -4.6% | -5.6% | -9.4% |
| 3M | -0.6% | +9.4% | -10.0% | -2.7% |
| 6M | -6.5% | +3.5% | -10.0% | -7.8% |
| YTD | +4.2% | +22.0% | -17.9% | -0.6% |
| 1Y | -2.3% | +2.2% | -4.5% | -4.0% |
| 3Y | +48.5% | +19.6% | +28.9% | +40.2% |
| All | +71.5% | -2.3% | +73.9% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling