-83.1%
FRMI vs WING
-53.1%
-30.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.0% | -3.9% | +2.3% |
| 7D | +7.4% | +7.2% | +0.2% | +7.7% |
| 30D | -27.6% | +4.8% | -32.4% | -27.4% |
| 3M | -20.9% | -23.7% | +2.8% | -20.5% |
| 6M | -36.6% | -43.6% | +7.0% | -36.0% |
| YTD | -31.3% | -50.6% | +19.3% | -28.4% |
| All | -83.1% | -53.1% | -30.0% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling