+69.5%
WM vs FRSH
-72.1%
+141.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.2% |
| 7D | +0.8% | -8.9% | +9.7% | +1.1% |
| 30D | +13.8% | -13.2% | +27.0% | +14.4% |
| 3M | +6.4% | +0.9% | +5.5% | +6.2% |
| 6M | +13.2% | +40.3% | -27.1% | +11.5% |
| YTD | +10.8% | -1.4% | +12.2% | +10.3% |
| 1Y | +20.2% | +3.8% | +16.4% | +19.4% |
| 3Y | +46.5% | -30.8% | +77.2% | +46.5% |
| 5Y | +61.3% | -68.5% | +129.8% | +64.7% |
| All | +69.5% | -72.1% | +141.5% | +77.3% |
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