+1,348.4%
FERG vs WELL
+978.1%
+370.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.4% |
| 7D | 0.0% | -0.8% | +0.8% | 0.0% |
| 30D | -10.2% | -0.1% | -10.1% | -10.2% |
| 3M | -0.6% | +18.0% | -18.6% | -1.3% |
| 6M | -6.5% | +15.0% | -21.5% | -7.1% |
| YTD | +4.2% | +28.6% | -24.4% | +3.1% |
| 1Y | -2.3% | +42.9% | -45.2% | -3.6% |
| 3Y | +48.5% | +203.0% | -154.5% | +42.8% |
| 5Y | +72.0% | +206.9% | -134.9% | +64.4% |
| 10Y | +369.9% | +339.5% | +30.4% | +376.2% |
| All | +1,348.4% | +978.1% | +370.3% | +1,418.3% |
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