+770.0%
WDC vs FERG
+69.1%
+700.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.4% |
| 7D | +12.1% | +9.7% | +2.3% | +6.0% |
| 30D | -18.8% | +15.0% | -33.8% | -25.2% |
| 3M | -39.3% | +3.8% | -43.1% | -40.6% |
| 6M | -40.1% | +10.6% | -50.7% | -43.9% |
| YTD | +71.8% | +17.0% | +54.8% | +56.8% |
| 1Y | +88.5% | +7.1% | +81.4% | +79.8% |
| 3Y | +770.0% | +67.7% | +702.2% | +542.7% |
| All | +770.0% | +69.1% | +700.9% | +542.7% |
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