-82.4%
FRMI vs WAB
+43.6%
-126.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.6% | +11.0% | +11.1% |
| 7D | +23.3% | +1.7% | +21.7% | +22.1% |
| 30D | -7.6% | -2.4% | -5.2% | -6.0% |
| 3M | +0.2% | +9.7% | -9.5% | -6.8% |
| 6M | -28.7% | +16.5% | -45.2% | -37.6% |
| YTD | -28.6% | +33.7% | -62.3% | -42.8% |
| All | -82.4% | +43.6% | -126.0% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling