+126.3%
WFC vs FERG
+69.1%
+57.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.5% | +9.7% | -7.2% | -0.3% |
| 30D | +7.0% | +15.0% | -8.0% | +2.7% |
| 3M | -1.8% | +3.8% | -5.5% | -3.0% |
| 6M | +18.4% | +10.6% | +7.8% | +14.2% |
| YTD | -5.6% | +17.0% | -22.6% | -10.8% |
| 1Y | +3.9% | +7.1% | -3.2% | +0.7% |
| 3Y | +126.3% | +67.7% | +58.6% | +86.8% |
| All | +126.3% | +69.1% | +57.2% | +86.8% |
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