-83.1%
FRMI vs WSM
+16.9%
-100.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.3% |
| 7D | +7.4% | -0.5% | +7.9% | +7.8% |
| 30D | -27.6% | -7.7% | -19.9% | -24.0% |
| 3M | -20.9% | +3.8% | -24.6% | -22.8% |
| 6M | -36.6% | +22.7% | -59.3% | -46.3% |
| YTD | -31.3% | +28.0% | -59.3% | -43.1% |
| All | -83.1% | +16.9% | -100.0% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling