-75.0%
FRSH vs BWA
+92.4%
-167.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -6.6% | -1.3% | -5.3% | -6.3% |
| 30D | +2.1% | -2.9% | +5.0% | +2.5% |
| 3M | +29.0% | -10.7% | +39.7% | +31.8% |
| 6M | +48.6% | +26.5% | +22.2% | +35.9% |
| YTD | -2.9% | +49.1% | -52.0% | -20.7% |
| 1Y | -7.9% | +52.1% | -60.0% | -25.8% |
| 3Y | -46.5% | +72.6% | -119.1% | -60.7% |
| All | -75.0% | +92.4% | -167.4% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling