-46.5%
FRSH vs WTW
+61.9%
-108.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -6.6% | -5.7% | -0.9% | -4.6% |
| 30D | +2.1% | -7.3% | +9.4% | +4.8% |
| 3M | +29.0% | +21.5% | +7.5% | +20.7% |
| 6M | +48.6% | +9.6% | +39.0% | +42.5% |
| YTD | -2.9% | -3.3% | +0.3% | -4.5% |
| 1Y | -7.9% | -6.1% | -1.8% | -8.8% |
| 3Y | -46.5% | +61.8% | -108.4% | -51.9% |
| All | -46.5% | +61.9% | -108.4% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 3y: compounded portfolio wealth divided by compounded WTW 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…
3y analysis · Full analysis span regression · 6 months rolling