+1,033.2%
WDC vs FRSH
-72.4%
+1,105.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.2% |
| 7D | +7.5% | -9.6% | +17.0% | +8.8% |
| 30D | +10.1% | -0.4% | +10.5% | +9.7% |
| 3M | -6.8% | +27.2% | -34.0% | -11.3% |
| 6M | +84.1% | +42.2% | +41.9% | +70.3% |
| YTD | +180.3% | -2.6% | +182.9% | +175.9% |
| 1Y | +411.1% | -10.2% | +421.3% | +410.6% |
| 3Y | +1,375.0% | -45.5% | +1,420.5% | +1,482.1% |
| All | +1,033.2% | -72.4% | +1,105.6% | +958.8% |
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