+43.3%
WM vs FRSH
-46.2%
+89.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.6% |
| 7D | -1.2% | -9.6% | +8.4% | -1.0% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | -2.2% | +27.2% | -29.4% | -2.5% |
| 6M | -11.5% | +42.2% | -53.7% | -11.9% |
| YTD | -0.7% | -2.6% | +1.9% | -1.0% |
| 1Y | +0.3% | -10.2% | +10.5% | 0.0% |
| All | +43.3% | -46.2% | +89.5% | +40.4% |
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