+424.2%
FERG vs WELL
+463.2%
-38.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +9.7% | +0.1% | +9.6% | +9.7% |
| 30D | +15.0% | +5.7% | +9.4% | +14.7% |
| 3M | +3.8% | +4.6% | -0.9% | +3.5% |
| 6M | +10.6% | +11.9% | -1.2% | +9.9% |
| YTD | +17.0% | +33.6% | -16.6% | +15.1% |
| 1Y | +7.1% | +29.8% | -22.7% | +5.5% |
| 3Y | +67.7% | +202.2% | -134.4% | +59.0% |
| 5Y | +76.4% | +223.2% | -146.8% | +65.6% |
| All | +424.2% | +463.2% | -38.9% | +446.0% |
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