-83.1%
FRMI vs WAB
+43.0%
-126.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +1.0% | +1.3% |
| 7D | +7.4% | +0.1% | +7.3% | +7.4% |
| 30D | -27.6% | -4.1% | -23.6% | -25.6% |
| 3M | -20.9% | +8.2% | -29.0% | -24.8% |
| 6M | -36.6% | +15.4% | -52.0% | -44.0% |
| YTD | -31.3% | +33.1% | -64.4% | -44.8% |
| All | -83.1% | +43.0% | -126.1% | -84.4% |
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