+730.0%
WMT vs FERG
+1,315.5%
-585.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -0.2% | +0.9% | -1.1% | -0.3% |
| 30D | -5.8% | -15.1% | +9.2% | -5.2% |
| 3M | -10.8% | -4.8% | -5.9% | -10.6% |
| 6M | -14.3% | -2.5% | -11.9% | -14.3% |
| YTD | -4.4% | +1.8% | -6.2% | -4.6% |
| 1Y | +4.3% | -0.3% | +4.7% | +4.2% |
| 3Y | +100.1% | +52.9% | +47.1% | +95.4% |
| 5Y | +130.8% | +69.3% | +61.5% | +123.8% |
| 10Y | +433.7% | +352.7% | +81.0% | +404.5% |
| All | +730.0% | +1,315.5% | -585.5% | +666.1% |
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