-83.4%
FRMI vs WING
-55.7%
-27.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | +10.9% | +0.2% | +10.7% | +10.9% |
| 30D | -24.3% | -0.5% | -23.8% | -24.2% |
| 3M | -21.8% | -23.9% | +2.1% | -21.6% |
| 6M | -33.0% | -48.9% | +15.8% | -32.6% |
| YTD | -32.6% | -53.3% | +20.7% | -29.9% |
| All | -83.4% | -55.7% | -27.7% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling