-35.8%
FRMI vs WING
-51.8%
+16.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.3% |
| 7D | +2.4% | -3.9% | +6.3% | +2.1% |
| 30D | -17.3% | -11.6% | -5.7% | -17.1% |
| 3M | -17.2% | -24.2% | +7.0% | -16.6% |
| All | -35.8% | -51.8% | +16.0% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling