+199.5%
WWD vs FRSH
-72.4%
+272.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +0.6% | -9.6% | +10.2% | +1.7% |
| 30D | -5.1% | -0.4% | -4.7% | -5.2% |
| 3M | -11.2% | +27.2% | -38.4% | -14.1% |
| 6M | -12.0% | +42.2% | -54.2% | -16.5% |
| YTD | +12.0% | -2.6% | +14.6% | +11.1% |
| 1Y | +42.8% | -10.2% | +53.0% | +43.1% |
| 3Y | +168.9% | -45.5% | +214.5% | +181.9% |
| All | +199.5% | -72.4% | +272.0% | +192.0% |
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