+417.4%
WDC vs FERG
+0.8%
+416.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.3% | +3.5% | +4.4% |
| 7D | +1.7% | 0.0% | +1.8% | +1.8% |
| 30D | -10.0% | -10.2% | +0.2% | -3.9% |
| 3M | -18.8% | -0.6% | -18.2% | -18.8% |
| 6M | +79.0% | -6.5% | +85.6% | +84.7% |
| YTD | +171.6% | +4.2% | +167.4% | +169.3% |
| 1Y | +417.4% | -2.3% | +419.6% | +429.1% |
| All | +417.4% | +0.8% | +416.5% | +429.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling