+36.9%
WEC vs FRSH
-72.5%
+109.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.6% | -6.6% | +6.0% | -0.6% |
| 30D | -2.6% | +2.1% | -4.7% | -2.6% |
| 3M | -6.0% | +29.0% | -35.0% | -6.0% |
| 6M | -5.4% | +48.6% | -54.0% | -5.4% |
| YTD | +2.5% | -2.9% | +5.4% | +2.6% |
| 1Y | -0.7% | -7.9% | +7.2% | -0.6% |
| 3Y | +38.7% | -46.5% | +85.2% | +39.4% |
| All | +36.9% | -72.5% | +109.5% | +33.6% |
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