+68.9%
FERG vs SW
-1.6%
+70.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.9% |
| 7D | -2.0% | +4.7% | -6.7% | -2.9% |
| 30D | +5.5% | +5.0% | +0.5% | +4.5% |
| 3M | -7.3% | -7.3% | 0.0% | -6.1% |
| 6M | -6.1% | +15.0% | -21.1% | -9.1% |
| YTD | +7.5% | +18.5% | -11.0% | +3.1% |
| 1Y | -3.9% | +27.1% | -31.0% | -9.1% |
| 3Y | +57.3% | +49.3% | +8.0% | +44.6% |
| 5Y | +68.9% | -1.6% | +70.5% | +55.0% |
| All | +68.9% | -1.6% | +70.5% | +55.0% |
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