+139.8%
WMT vs FRSH
-72.5%
+212.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | 0.0% | -6.6% | +6.6% | +0.2% |
| 30D | -7.4% | +2.1% | -9.5% | -7.5% |
| 3M | -10.9% | +29.0% | -39.8% | -11.6% |
| 6M | -12.7% | +48.6% | -61.3% | -13.8% |
| YTD | -3.2% | -2.9% | -0.3% | -3.1% |
| 1Y | +5.3% | -7.9% | +13.2% | +5.5% |
| 3Y | +101.9% | -46.5% | +148.4% | +104.9% |
| All | +139.8% | -72.5% | +212.3% | +139.6% |
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 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