+21.4%
FRSH vs BWA
+17.4%
+4.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.5% | -3.8% | -7.4% |
| 7D | -13.8% | -9.9% | -3.9% | -17.8% |
| 30D | +0.3% | -16.4% | +16.7% | -7.7% |
| 3M | +10.1% | -19.8% | +30.0% | 0.0% |
| 6M | +47.7% | -10.0% | +57.6% | +44.5% |
| YTD | +8.2% | +12.7% | -4.5% | +9.9% |
| 1Y | +21.4% | +15.7% | +5.8% | +22.3% |
| All | +21.4% | +17.4% | +4.1% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling