-93.2%
FRMI vs WAB
+46.5%
-139.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +1.1% | -11.7% | -11.5% |
| 7D | -39.7% | +4.5% | -44.3% | -42.3% |
| 30D | -55.2% | +1.1% | -56.2% | -55.7% |
| 3M | -71.2% | -1.3% | -69.9% | -70.9% |
| 6M | -64.1% | +12.7% | -76.8% | -67.8% |
| YTD | -77.2% | +38.7% | -115.9% | -86.2% |
| 1Y | -93.2% | +44.9% | -138.1% | -96.0% |
| All | -93.2% | +46.5% | -139.7% | -96.0% |
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