+136.6%
WMT vs FRSH
-72.6%
+209.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -2.5% | -11.2% | +8.7% | -2.1% |
| 30D | -6.4% | -0.8% | -5.6% | -6.4% |
| 3M | -12.1% | +26.4% | -38.5% | -12.8% |
| 6M | -15.0% | +48.4% | -63.3% | -16.1% |
| YTD | -4.5% | -3.1% | -1.4% | -4.4% |
| 1Y | +6.2% | -8.7% | +14.9% | +6.5% |
| 3Y | +99.9% | -45.8% | +145.7% | +102.8% |
| All | +136.6% | -72.6% | +209.2% | +136.5% |
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