+52.9%
WM vs FRSH
-72.0%
+124.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.4% | -0.4% |
| 7D | -0.9% | -10.1% | +9.2% | -0.5% |
| 30D | -4.3% | +2.2% | -6.5% | -4.5% |
| 3M | +0.8% | +28.6% | -27.8% | -0.3% |
| 6M | -10.8% | +40.2% | -51.0% | -12.1% |
| YTD | -0.1% | -1.2% | +1.2% | -0.4% |
| 1Y | +1.0% | -7.9% | +8.9% | +0.9% |
| 3Y | +45.1% | -44.7% | +89.8% | +46.8% |
| All | +52.9% | -72.0% | +124.9% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling