-83.1%
FRMI vs WCC
+70.5%
-153.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | -0.7% |
| 7D | +7.4% | +1.5% | +5.9% | +6.4% |
| 30D | -27.6% | -2.1% | -25.5% | -26.4% |
| 3M | -20.9% | +3.8% | -24.7% | -22.9% |
| 6M | -36.6% | +35.0% | -71.6% | -49.6% |
| YTD | -31.3% | +46.4% | -77.6% | -48.0% |
| All | -83.1% | +70.5% | -153.6% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling