-74.9%
FRSH vs WST
-24.1%
-50.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -9.6% | -1.7% | -7.9% | -9.1% |
| 30D | -0.4% | -4.3% | +3.9% | +0.9% |
| 3M | +27.2% | +0.7% | +26.4% | +26.6% |
| 6M | +42.2% | +36.0% | +6.2% | +27.6% |
| YTD | -2.6% | +22.7% | -25.4% | -9.9% |
| 1Y | -10.2% | +34.1% | -44.3% | -20.0% |
| 3Y | -45.5% | -13.6% | -32.0% | -46.9% |
| All | -74.9% | -24.1% | -50.8% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling