-83.1%
FRMI vs WPM
+37.0%
-120.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | 0.0% | +0.4% |
| 7D | +7.4% | -0.6% | +8.0% | +7.8% |
| 30D | -27.6% | +14.4% | -42.0% | -35.3% |
| 3M | -20.9% | +37.0% | -57.8% | -39.0% |
| 6M | -36.6% | +4.1% | -40.7% | -39.0% |
| YTD | -31.3% | +31.7% | -63.0% | -48.7% |
| All | -83.1% | +37.0% | -120.1% | -87.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling