-84.3%
FRMI vs WSM
+17.5%
-101.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.1% | +3.3% | +4.1% |
| 7D | +2.4% | -3.3% | +5.7% | +4.5% |
| 30D | -17.3% | -8.4% | -8.9% | -12.9% |
| 3M | -17.2% | +9.7% | -26.8% | -22.3% |
| 6M | -43.4% | +16.7% | -60.0% | -49.7% |
| YTD | -36.0% | +28.7% | -64.7% | -47.2% |
| All | -84.3% | +17.5% | -101.8% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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