-75.0%
FRSH vs WCC
+230.0%
-305.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -1.0% |
| 7D | -6.6% | +1.4% | -8.0% | -7.1% |
| 30D | +2.1% | -2.3% | +4.4% | +2.3% |
| 3M | +29.0% | +3.7% | +25.3% | +24.8% |
| 6M | +48.6% | +34.8% | +13.8% | +26.3% |
| YTD | -2.9% | +46.1% | -49.1% | -21.6% |
| 1Y | -7.9% | +62.7% | -70.6% | -29.9% |
| 3Y | -46.5% | +133.6% | -180.1% | -68.7% |
| All | -75.0% | +230.0% | -305.0% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling