-83.1%
FRMI vs WETO
-98.7%
+15.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.5% | +1.9% |
| 7D | +7.4% | -4.3% | +11.7% | +7.3% |
| 30D | -27.6% | -39.9% | +12.3% | -23.0% |
| 3M | -20.9% | -97.9% | +77.0% | -3.8% |
| 6M | -36.6% | -95.0% | +58.4% | -28.6% |
| YTD | -31.3% | -97.2% | +65.9% | -20.3% |
| All | -83.1% | -98.7% | +15.7% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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