-46.6%
FRSH vs BWA
+68.2%
-114.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -11.2% | -0.1% | -11.1% | -11.1% |
| 30D | -0.8% | -5.5% | +4.6% | -1.0% |
| 3M | +26.4% | -7.6% | +34.0% | +26.7% |
| 6M | +48.4% | +25.0% | +23.4% | +46.2% |
| YTD | -3.1% | +47.0% | -50.1% | -10.5% |
| 1Y | -8.7% | +54.0% | -62.7% | -17.1% |
| All | -46.6% | +68.2% | -114.8% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling