+113.2%
WDC vs FERG
+3.8%
+109.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.7% | -9.5% | -8.5% |
| 7D | -18.3% | +7.7% | -26.0% | -22.4% |
| 30D | -26.7% | +11.5% | -38.2% | -32.2% |
| 3M | -40.9% | -2.4% | -38.6% | -40.0% |
| 6M | -26.8% | -4.0% | -22.8% | -24.1% |
| YTD | +88.2% | +13.4% | +74.8% | +72.2% |
| 1Y | +113.2% | +3.1% | +110.1% | +102.8% |
| All | +113.2% | +3.8% | +109.4% | +102.8% |
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