+348.1%
FERG vs WELL
+356.9%
-8.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.0% | -2.2% | +1.2% | -0.9% |
| 30D | -11.8% | +4.7% | -16.5% | -12.0% |
| 3M | -1.2% | +11.9% | -13.2% | -1.8% |
| 6M | -2.3% | +14.3% | -16.6% | -3.0% |
| YTD | +0.8% | +28.4% | -27.6% | -0.5% |
| 1Y | +0.5% | +42.3% | -41.8% | -1.2% |
| 3Y | +51.4% | +202.6% | -151.2% | +44.3% |
| 5Y | +67.5% | +206.5% | -139.0% | +58.2% |
| All | +348.1% | +356.9% | -8.8% | +378.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 10y: compounded portfolio wealth divided by compounded WELL 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…
10y analysis · Full analysis span regression · 6 months rolling