+235.2%
WAB vs FRSH
-72.5%
+307.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +0.1% | -6.6% | +6.7% | +0.9% |
| 30D | -4.1% | +2.1% | -6.2% | -4.5% |
| 3M | +8.2% | +29.0% | -20.8% | +4.2% |
| 6M | +15.4% | +48.6% | -33.2% | +8.4% |
| YTD | +33.1% | -2.9% | +36.1% | +32.1% |
| 1Y | +48.1% | -7.9% | +56.0% | +47.9% |
| 3Y | +167.7% | -46.5% | +214.2% | +182.1% |
| All | +235.2% | -72.5% | +307.7% | +242.3% |
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