+382.7%
WFC vs FERG
+1,335.0%
-952.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | +1.1% | +3.4% | -2.3% | +0.7% |
| 30D | +0.8% | -11.5% | +12.3% | +2.2% |
| 3M | +9.3% | +1.3% | +8.0% | +8.9% |
| 6M | +10.6% | -1.0% | +11.6% | +10.5% |
| YTD | -4.1% | +3.2% | -7.3% | -4.6% |
| 1Y | +13.6% | -3.0% | +16.5% | +13.5% |
| 3Y | +130.7% | +55.0% | +75.7% | +119.2% |
| 5Y | +126.7% | +72.6% | +54.1% | +111.9% |
| 10Y | +132.1% | +358.9% | -226.8% | +112.6% |
| All | +382.7% | +1,335.0% | -952.3% | +357.1% |
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