-73.4%
FRSH vs WST
-6.2%
-67.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +4.6% | +4.2% | +0.4% | +3.3% |
| 30D | -7.5% | +11.2% | -18.7% | -10.5% |
| 3M | -0.1% | +20.4% | -20.5% | -5.7% |
| 6M | +54.5% | +37.9% | +16.6% | +39.4% |
| YTD | +3.4% | +51.8% | -48.4% | -10.4% |
| 1Y | +6.4% | +56.6% | -50.2% | -9.0% |
| 3Y | -26.3% | +24.2% | -50.5% | -39.0% |
| 5Y | -66.4% | +0.7% | -67.1% | -65.5% |
| All | -73.4% | -6.2% | -67.2% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling