-2.3%
SW vs FRSH
-70.2%
+67.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +1.8% | -15.5% | +17.3% | +4.2% |
| 30D | +7.0% | -13.7% | +20.7% | +9.0% |
| 3M | -7.6% | +1.4% | -9.1% | -8.3% |
| 6M | +8.5% | +36.0% | -27.5% | +2.7% |
| YTD | +17.7% | -2.0% | +19.6% | +16.3% |
| 1Y | +27.1% | +7.3% | +19.7% | +23.4% |
| 3Y | +48.2% | -29.6% | +77.8% | +51.3% |
| 5Y | -2.3% | -69.2% | +66.9% | +4.0% |
| All | -2.3% | -70.2% | +67.9% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling