-83.1%
FRMI vs WCN
-8.4%
-74.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.1% |
| 7D | +7.4% | -3.1% | +10.5% | +5.8% |
| 30D | -27.6% | -3.4% | -24.2% | -28.8% |
| 3M | -20.9% | +3.0% | -23.8% | -21.3% |
| 6M | -36.6% | -3.8% | -32.8% | -36.7% |
| YTD | -31.3% | -8.3% | -22.9% | -34.5% |
| All | -83.1% | -8.4% | -74.7% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling