+1,565.7%
WDC vs FERG
+1,348.4%
+217.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.3% | +3.5% | +5.4% |
| 7D | +1.7% | 0.0% | +1.8% | +1.8% |
| 30D | -10.0% | -10.2% | +0.2% | -8.1% |
| 3M | -18.8% | -0.6% | -18.2% | -18.7% |
| 6M | +79.0% | -6.5% | +85.6% | +81.5% |
| YTD | +171.6% | +4.2% | +167.4% | +170.3% |
| 1Y | +417.4% | -2.3% | +419.6% | +420.2% |
| 3Y | +1,251.8% | +48.5% | +1,203.3% | +1,175.1% |
| 5Y | +911.7% | +72.0% | +839.7% | +830.0% |
| 10Y | +1,399.6% | +369.9% | +1,029.8% | +1,267.9% |
| All | +1,565.7% | +1,348.4% | +217.3% | +1,517.2% |
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