-92.0%
FRMI vs WEC
+7.2%
-99.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.9% | +25.8% | +26.7% |
| 7D | +66.2% | +2.3% | +63.9% | +66.3% |
| 30D | -17.4% | +11.1% | -28.5% | -18.1% |
| 3M | -60.5% | +8.4% | -68.9% | -60.7% |
| 6M | -56.5% | +7.5% | -64.0% | -56.8% |
| YTD | -67.4% | +15.3% | -82.7% | -65.9% |
| 1Y | -85.1% | +9.7% | -94.8% | -84.3% |
| All | -92.0% | +7.2% | -99.2% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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