-75.0%
FRSH vs NWSA
+35.9%
-110.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | -11.2% | -4.8% | -6.4% | -7.5% |
| 30D | -0.8% | +3.0% | -3.8% | -3.0% |
| 3M | +26.4% | +9.3% | +17.1% | +17.4% |
| 6M | +48.4% | +23.2% | +25.2% | +24.1% |
| YTD | -3.1% | +13.3% | -16.4% | -12.8% |
| 1Y | -8.7% | +2.9% | -11.6% | -11.6% |
| 3Y | -45.8% | +43.3% | -89.1% | -61.3% |
| All | -75.0% | +35.9% | -110.9% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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