-75.0%
FRSH vs WSM
+167.8%
-242.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -6.6% | -0.5% | -6.1% | -6.4% |
| 30D | +2.1% | -7.7% | +9.8% | +5.4% |
| 3M | +29.0% | +3.8% | +25.2% | +26.7% |
| 6M | +48.6% | +22.7% | +26.0% | +34.9% |
| YTD | -2.9% | +28.0% | -30.9% | -13.9% |
| 1Y | -7.9% | +12.7% | -20.6% | -14.2% |
| 3Y | -46.5% | +231.3% | -277.8% | -74.4% |
| All | -75.0% | +167.8% | -242.8% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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