+1,348.4%
FERG vs SW
+665.7%
+682.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.1% | +2.2% |
| 7D | 0.0% | -5.1% | +5.1% | +0.5% |
| 30D | -10.2% | -4.6% | -5.6% | -9.8% |
| 3M | -0.6% | +9.4% | -10.0% | -1.7% |
| 6M | -6.5% | +3.5% | -10.0% | -7.2% |
| YTD | +4.2% | +22.0% | -17.9% | +1.7% |
| 1Y | -2.3% | +2.2% | -4.5% | -3.1% |
| 3Y | +48.5% | +19.6% | +28.9% | +44.1% |
| 5Y | +72.0% | -2.3% | +74.4% | +65.8% |
| 10Y | +369.9% | +181.4% | +188.5% | +324.9% |
| All | +1,348.4% | +665.7% | +682.7% | +1,219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling