-82.4%
FRMI vs WCN
-6.5%
-76.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -1.0% | +12.6% | +11.0% |
| 7D | +23.3% | -0.4% | +23.8% | +23.1% |
| 30D | -7.6% | -2.1% | -5.5% | -8.5% |
| 3M | +0.2% | +6.4% | -6.2% | +0.9% |
| 6M | -28.7% | -3.7% | -25.0% | -28.3% |
| YTD | -28.6% | -6.4% | -22.3% | -31.3% |
| All | -82.4% | -6.5% | -76.0% | -82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling