-83.4%
FRMI vs WAB
+41.5%
-124.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | +10.9% | -0.2% | +11.1% | +11.2% |
| 30D | -24.3% | -5.9% | -18.4% | -21.2% |
| 3M | -21.8% | +9.4% | -31.1% | -26.2% |
| 6M | -33.0% | +13.8% | -46.9% | -40.3% |
| YTD | -32.6% | +31.8% | -64.4% | -45.5% |
| All | -83.4% | +41.5% | -124.9% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling