-84.3%
FRMI vs WPM
+37.8%
-122.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +6.2% |
| 7D | +2.4% | +1.1% | +1.3% | +1.5% |
| 30D | -17.3% | +26.4% | -43.6% | -31.9% |
| 3M | -17.2% | +20.8% | -38.0% | -29.6% |
| 6M | -43.4% | +1.1% | -44.5% | -44.0% |
| YTD | -36.0% | +32.5% | -68.5% | -52.4% |
| All | -84.3% | +37.8% | -122.0% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling