+7.0%
WMT vs FRSH
-3.3%
+10.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -1.4% |
| 7D | +3.9% | -8.2% | +12.1% | +3.4% |
| 30D | -4.4% | +10.5% | -14.9% | -3.7% |
| 3M | -8.8% | +32.7% | -41.5% | -6.8% |
| 6M | -15.6% | +50.3% | -65.9% | -12.5% |
| YTD | -3.2% | +3.9% | -7.1% | -1.7% |
| 1Y | +7.0% | -2.2% | +9.2% | +10.6% |
| All | +7.0% | -3.3% | +10.4% | +10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling