+66.9%
WM vs FRSH
-72.2%
+139.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.2% |
| 7D | -0.5% | -15.5% | +15.0% | +0.2% |
| 30D | +13.3% | -13.7% | +27.0% | +13.9% |
| 3M | +4.4% | +1.4% | +2.9% | +4.2% |
| 6M | +10.8% | +36.0% | -25.2% | +9.3% |
| YTD | +9.1% | -2.0% | +11.0% | +8.6% |
| 1Y | +19.1% | +7.3% | +11.8% | +18.2% |
| 3Y | +45.7% | -29.6% | +75.2% | +45.5% |
| 5Y | +60.4% | -69.2% | +129.7% | +64.2% |
| All | +66.9% | -72.2% | +139.1% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling