-75.0%
FRSH vs WSM
+164.9%
-239.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.2% |
| 7D | -11.2% | +0.4% | -11.6% | -11.4% |
| 30D | -0.8% | -10.7% | +9.9% | +3.7% |
| 3M | +26.4% | +8.5% | +17.9% | +21.8% |
| 6M | +48.4% | +19.6% | +28.7% | +36.1% |
| YTD | -3.1% | +26.6% | -29.7% | -13.7% |
| 1Y | -8.7% | +12.0% | -20.6% | -14.7% |
| 3Y | -45.8% | +226.6% | -272.4% | -73.9% |
| All | -75.0% | +164.9% | -239.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling