-93.2%
FRMI vs WST
+47.3%
-140.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +0.4% | -11.0% | -10.5% |
| 7D | -39.7% | +1.3% | -41.0% | -39.6% |
| 30D | -55.2% | +8.5% | -63.7% | -54.8% |
| 3M | -71.2% | +17.2% | -88.4% | -70.6% |
| 6M | -64.1% | +36.3% | -100.4% | -63.7% |
| YTD | -77.2% | +48.9% | -126.2% | -79.1% |
| 1Y | -93.2% | +42.9% | -136.1% | -93.7% |
| All | -93.2% | +47.3% | -140.5% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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