-46.6%
FRSH vs WCC
+121.8%
-168.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | -11.2% | +1.7% | -12.8% | -11.5% |
| 30D | -0.8% | -6.1% | +5.2% | +0.1% |
| 3M | +26.4% | +3.1% | +23.3% | +24.1% |
| 6M | +48.4% | +28.2% | +20.1% | +34.5% |
| YTD | -3.1% | +41.1% | -44.2% | -15.9% |
| 1Y | -8.7% | +61.3% | -70.0% | -25.1% |
| All | -46.6% | +121.8% | -168.4% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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