+1,188.5%
WDC vs FERG
+351.3%
+837.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -4.3% | -2.6% | -1.7% | -3.6% |
| 30D | -1.5% | -8.9% | +7.4% | +1.3% |
| 3M | -15.5% | -2.0% | -13.4% | -15.0% |
| 6M | +66.5% | -3.2% | +69.6% | +68.3% |
| YTD | +159.9% | +1.5% | +158.4% | +159.7% |
| 1Y | +366.0% | +0.5% | +365.5% | +366.3% |
| 3Y | +1,285.8% | +50.4% | +1,235.4% | +1,156.9% |
| 5Y | +925.6% | +68.7% | +856.9% | +796.1% |
| All | +1,188.5% | +351.3% | +837.2% | +1,045.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling