+1,577.3%
FERG vs WELL
+1,033.0%
+544.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +6.4% | +0.1% | +6.3% | +6.4% |
| 30D | +19.9% | +7.8% | +12.1% | +19.5% |
| 3M | +5.6% | +10.2% | -4.7% | +5.1% |
| 6M | +9.2% | +16.4% | -7.1% | +8.5% |
| YTD | +20.6% | +35.2% | -14.5% | +19.1% |
| 1Y | +5.7% | +30.5% | -24.8% | +4.5% |
| 3Y | +73.6% | +206.1% | -132.5% | +66.7% |
| 5Y | +86.2% | +228.3% | -142.1% | +77.6% |
| 10Y | +440.7% | +468.3% | -27.7% | +445.7% |
| All | +1,577.3% | +1,033.0% | +544.3% | +1,654.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling