-84.3%
FRMI vs WAB
+42.8%
-127.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.6% | +4.9% |
| 7D | +2.4% | -3.2% | +5.6% | +4.7% |
| 30D | -17.3% | -4.4% | -12.8% | -14.7% |
| 3M | -17.2% | +7.9% | -25.0% | -21.8% |
| 6M | -43.4% | +8.7% | -52.1% | -47.5% |
| YTD | -36.0% | +33.0% | -69.0% | -48.6% |
| All | -84.3% | +42.8% | -127.0% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling