-25.2%
WY vs FRSH
-72.6%
+47.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -3.7% | -11.2% | +7.5% | -2.2% |
| 30D | -11.3% | -0.8% | -10.5% | -11.3% |
| 3M | -8.1% | +26.4% | -34.6% | -11.3% |
| 6M | -7.4% | +48.4% | -55.8% | -13.0% |
| YTD | -4.7% | -3.1% | -1.6% | -5.4% |
| 1Y | -9.2% | -8.7% | -0.5% | -9.2% |
| 3Y | -24.7% | -45.8% | +21.1% | -20.8% |
| All | -25.2% | -72.6% | +47.3% | -31.1% |
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