-85.1%
FRMI vs WAT
+20.2%
-105.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.4% | +27.1% | +26.6% |
| 7D | +66.2% | +0.6% | +65.7% | +66.3% |
| 30D | -17.4% | +5.4% | -22.8% | -16.3% |
| 3M | -60.5% | +11.3% | -71.8% | -59.3% |
| 6M | -56.5% | +37.4% | -93.9% | -52.0% |
| YTD | -67.4% | +21.2% | -88.5% | -66.6% |
| 1Y | -85.1% | +21.3% | -106.4% | -84.8% |
| All | -85.1% | +20.2% | -105.3% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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