-25.0%
WY vs FRSH
-72.5%
+47.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | -4.2% | -6.6% | +2.4% | -3.3% |
| 30D | -10.1% | +2.1% | -12.2% | -10.5% |
| 3M | -8.5% | +29.0% | -37.5% | -11.8% |
| 6M | -3.3% | +48.6% | -52.0% | -9.2% |
| YTD | -4.4% | -2.9% | -1.5% | -5.1% |
| 1Y | -11.5% | -7.9% | -3.6% | -11.6% |
| 3Y | -24.3% | -46.5% | +22.2% | -20.2% |
| All | -25.0% | -72.5% | +47.5% | -30.9% |
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