+50.8%
WM vs FRSH
-72.6%
+123.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -3.1% | -11.2% | +8.0% | -2.7% |
| 30D | -5.3% | -0.8% | -4.5% | -5.3% |
| 3M | -4.2% | +26.4% | -30.7% | -5.2% |
| 6M | -8.1% | +48.4% | -56.4% | -9.6% |
| YTD | -1.4% | -3.1% | +1.7% | -1.7% |
| 1Y | +0.2% | -8.7% | +8.9% | +0.1% |
| 3Y | +43.1% | -45.8% | +88.9% | +44.8% |
| All | +50.8% | -72.6% | +123.4% | +58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling