+1.9%
WAT vs FRSH
-72.0%
+73.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.4% | -0.7% |
| 7D | -0.7% | -10.1% | +9.4% | +1.1% |
| 30D | -1.0% | +2.2% | -3.2% | -1.5% |
| 3M | +10.9% | +28.6% | -17.7% | +5.5% |
| 6M | +33.2% | +40.2% | -7.0% | +24.3% |
| YTD | +6.1% | -1.2% | +7.3% | +4.6% |
| 1Y | +30.2% | -7.9% | +38.2% | +29.8% |
| 3Y | +52.9% | -44.7% | +97.6% | +61.7% |
| All | +1.9% | -72.0% | +73.9% | +7.8% |
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