-75.0%
FRSH vs WST
-22.5%
-52.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | -11.2% | +0.4% | -11.6% | -11.3% |
| 30D | -0.8% | -2.0% | +1.2% | -0.3% |
| 3M | +26.4% | +4.1% | +22.3% | +24.5% |
| 6M | +48.4% | +47.4% | +0.9% | +29.8% |
| YTD | -3.1% | +25.4% | -28.5% | -11.0% |
| 1Y | -8.7% | +35.3% | -44.0% | -18.9% |
| 3Y | -45.8% | -11.7% | -34.1% | -47.5% |
| All | -75.0% | -22.5% | -52.5% | -71.5% |
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