I think I didn't look carefully at the documentation, the answer is right there (https://docs.moodle.org/35/en/Short-Answer_question_type#Feedback_for_wrong_answers)
However, I believe that "Feedback for wrong answers" only works when the question does not use regular expressions.
Use regular expressions [check]
answer: I(\'m| am) a student.?
Response: Well done!
Response: wrong, try again.
Score: 0does NOT work as intended.
Any comments on this one?