+116.6%
WFC vs FRSH
-72.5%
+189.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +0.4% | -6.6% | +7.0% | +1.3% |
| 30D | +1.5% | +2.1% | -0.6% | +1.0% |
| 3M | +10.2% | +29.0% | -18.8% | +5.9% |
| 6M | +18.8% | +48.6% | -29.8% | +11.3% |
| YTD | -1.5% | -2.9% | +1.4% | -2.5% |
| 1Y | +13.5% | -7.9% | +21.5% | +13.1% |
| 3Y | +135.0% | -46.5% | +181.5% | +145.7% |
| All | +116.6% | -72.5% | +189.1% | +112.9% |
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