+16.9%
SHW vs FRSH
-72.0%
+88.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.7% | -1.7% |
| 7D | -1.2% | -10.1% | +8.9% | +0.1% |
| 30D | -11.6% | +2.2% | -13.8% | -11.9% |
| 3M | +9.1% | +28.6% | -19.5% | +5.6% |
| 6M | -0.7% | +40.2% | -40.9% | -5.4% |
| YTD | +1.4% | -1.2% | +2.6% | +0.6% |
| 1Y | -12.3% | -7.9% | -4.4% | -12.3% |
| 3Y | +23.4% | -44.7% | +68.1% | +29.1% |
| All | +16.9% | -72.0% | +88.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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