-7.9%
FRSH vs WETO
-98.9%
+91.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.2% |
| 7D | -6.6% | -4.3% | -2.3% | -6.6% |
| 30D | +2.1% | -39.9% | +42.0% | +1.6% |
| 3M | +29.0% | -97.9% | +126.9% | +32.8% |
| 6M | +48.6% | -95.0% | +143.7% | +47.8% |
| YTD | -2.9% | -97.2% | +94.2% | -4.0% |
| 1Y | -7.9% | -98.9% | +91.0% | -9.5% |
| All | -7.9% | -98.9% | +91.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling