-75.0%
FRSH vs WTW
+46.4%
-121.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -6.6% | -5.7% | -0.9% | -3.2% |
| 30D | +2.1% | -7.3% | +9.4% | +6.8% |
| 3M | +29.0% | +21.5% | +7.5% | +13.9% |
| 6M | +48.6% | +9.6% | +39.0% | +38.7% |
| YTD | -2.9% | -3.3% | +0.3% | -2.7% |
| 1Y | -7.9% | -6.1% | -1.8% | -6.3% |
| 3Y | -46.5% | +61.8% | -108.4% | -67.1% |
| All | -75.0% | +46.4% | -121.4% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling