-74.6%
FRSH vs BWA
+91.3%
-165.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.1% | -4.6% |
| 7D | -10.1% | +4.3% | -14.4% | -10.9% |
| 30D | +2.2% | -2.9% | +5.1% | +2.6% |
| 3M | +28.6% | -12.4% | +41.0% | +31.9% |
| 6M | +40.2% | +28.6% | +11.6% | +27.4% |
| YTD | -1.2% | +48.2% | -49.5% | -19.2% |
| 1Y | -7.9% | +50.9% | -58.8% | -25.7% |
| 3Y | -44.7% | +72.2% | -116.9% | -59.5% |
| All | -74.6% | +91.3% | -165.8% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling