-82.4%
FRMI vs WPM
+37.9%
-120.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | +0.1% | +11.4% | +11.5% |
| 7D | +23.3% | +7.0% | +16.3% | +16.7% |
| 30D | -7.6% | +15.7% | -23.3% | -18.0% |
| 3M | +0.2% | +35.2% | -35.0% | -22.5% |
| 6M | -28.7% | +6.1% | -34.8% | -32.6% |
| YTD | -28.6% | +32.6% | -61.2% | -46.9% |
| All | -82.4% | +37.9% | -120.3% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling