-83.4%
FRMI vs WAT
+33.6%
-117.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.8% |
| 7D | +10.9% | -2.9% | +13.8% | +9.9% |
| 30D | -24.3% | -3.2% | -21.1% | -25.2% |
| 3M | -21.8% | +10.6% | -32.4% | -18.3% |
| 6M | -33.0% | +34.0% | -67.1% | -24.3% |
| YTD | -32.6% | +5.7% | -38.4% | -33.4% |
| All | -83.4% | +33.6% | -117.0% | -77.5% |
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