+236.7%
WAB vs FRSH
-72.0%
+308.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.1% |
| 7D | +1.7% | -10.1% | +11.8% | +2.9% |
| 30D | -2.4% | +2.2% | -4.6% | -2.8% |
| 3M | +9.7% | +28.6% | -18.9% | +5.7% |
| 6M | +16.5% | +40.2% | -23.7% | +10.4% |
| YTD | +33.7% | -1.2% | +34.9% | +32.4% |
| 1Y | +49.7% | -7.9% | +57.6% | +49.6% |
| 3Y | +170.9% | -44.7% | +215.7% | +184.3% |
| All | +236.7% | -72.0% | +308.7% | +243.1% |
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