+101.9%
WMT vs FERG
+51.9%
+50.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | 0.0% | -2.6% | +2.6% | +0.3% |
| 30D | -7.4% | -8.9% | +1.5% | -6.5% |
| 3M | -10.9% | -2.0% | -8.8% | -10.8% |
| 6M | -12.7% | -3.2% | -9.5% | -12.6% |
| YTD | -3.2% | +1.5% | -4.7% | -3.6% |
| 1Y | +5.3% | +0.5% | +4.8% | +4.6% |
| 3Y | +101.9% | +50.4% | +51.4% | +84.9% |
| All | +101.9% | +51.9% | +50.0% | +84.9% |
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