-84.3%
FRMI vs WCN
-5.5%
-78.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +4.8% |
| 7D | +2.4% | -0.6% | +3.0% | +2.1% |
| 30D | -17.3% | +0.4% | -17.7% | -17.1% |
| 3M | -17.2% | +7.3% | -24.5% | -16.2% |
| 6M | -43.4% | -2.5% | -40.9% | -42.7% |
| YTD | -36.0% | -5.4% | -30.6% | -38.1% |
| All | -84.3% | -5.5% | -78.8% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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