+55.0%
FERG vs WELL
+204.7%
-149.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +3.4% | -1.3% | +4.7% | +3.6% |
| 30D | -11.5% | +0.5% | -12.0% | -11.6% |
| 3M | +1.3% | +19.1% | -17.8% | -2.5% |
| 6M | -1.0% | +17.0% | -17.9% | -4.3% |
| YTD | +3.2% | +29.2% | -26.0% | -2.2% |
| 1Y | -3.0% | +42.1% | -45.1% | -9.7% |
| 3Y | +55.0% | +204.5% | -149.5% | +18.7% |
| All | +55.0% | +204.7% | -149.7% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling