+1,328.4%
WDC vs FERG
+50.8%
+1,277.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.8% |
| 7D | +4.4% | -1.0% | +5.4% | +5.1% |
| 30D | +5.3% | -11.8% | +17.1% | +13.2% |
| 3M | -5.9% | -1.2% | -4.7% | -5.6% |
| 6M | +73.2% | -2.3% | +75.5% | +75.2% |
| YTD | +167.8% | +0.8% | +167.1% | +167.1% |
| 1Y | +386.0% | +0.5% | +385.5% | +382.6% |
| All | +1,328.4% | +50.8% | +1,277.6% | +1,028.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling