-93.2%
FRMI vs WSM
+44.0%
-137.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.5% | -17.0% | -13.9% |
| 7D | -39.7% | +8.0% | -47.7% | -42.7% |
| 30D | -55.2% | +13.5% | -68.7% | -58.7% |
| 3M | -71.2% | +8.8% | -80.0% | -72.8% |
| 6M | -64.1% | +54.7% | -118.8% | -73.5% |
| YTD | -77.2% | +53.3% | -130.5% | -83.7% |
| 1Y | -93.2% | +41.1% | -134.3% | -94.8% |
| All | -93.2% | +44.0% | -137.1% | -94.8% |
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