+953.8%
WDC vs FERG
+1,526.4%
-572.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.6% | -5.6% | -5.1% |
| 7D | +12.1% | +9.7% | +2.3% | +10.0% |
| 30D | -18.8% | +15.0% | -33.8% | -21.0% |
| 3M | -39.3% | +3.8% | -43.1% | -39.7% |
| 6M | -40.1% | +10.6% | -50.7% | -41.3% |
| YTD | +71.8% | +17.0% | +54.8% | +67.2% |
| 1Y | +88.5% | +7.1% | +81.4% | +86.2% |
| 3Y | +770.0% | +67.7% | +702.2% | +702.0% |
| 5Y | +549.0% | +76.4% | +472.6% | +484.5% |
| 10Y | +650.3% | +424.2% | +226.1% | +568.9% |
| All | +953.8% | +1,526.4% | -572.5% | +900.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling