+114.6%
WFC vs FRSH
-72.6%
+187.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +0.3% | -11.2% | +11.4% | +1.9% |
| 30D | +2.3% | -0.8% | +3.1% | +2.2% |
| 3M | +9.8% | +26.4% | -16.7% | +5.7% |
| 6M | +15.6% | +48.4% | -32.8% | +8.3% |
| YTD | -2.4% | -3.1% | +0.7% | -3.4% |
| 1Y | +13.8% | -8.7% | +22.5% | +13.5% |
| 3Y | +134.6% | -45.8% | +180.4% | +145.0% |
| All | +114.6% | -72.6% | +187.2% | +110.9% |
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 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