+45.7%
WM vs FRSH
-34.6%
+80.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.2% |
| 7D | -0.5% | -15.5% | +15.0% | -0.1% |
| 30D | +13.3% | -13.7% | +27.0% | +13.6% |
| 3M | +4.4% | +1.4% | +2.9% | +4.3% |
| 6M | +10.8% | +36.0% | -25.2% | +10.1% |
| YTD | +9.1% | -2.0% | +11.0% | +8.6% |
| 1Y | +19.1% | +7.3% | +11.8% | +18.5% |
| 3Y | +45.7% | -29.6% | +75.2% | +42.3% |
| All | +45.7% | -34.6% | +80.3% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling