-83.4%
FRMI vs WST
+30.7%
-114.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.0% |
| 7D | +10.9% | +0.4% | +10.5% | +11.1% |
| 30D | -24.3% | -2.0% | -22.3% | -24.7% |
| 3M | -21.8% | +4.1% | -25.9% | -21.2% |
| 6M | -33.0% | +47.4% | -80.5% | -30.1% |
| YTD | -32.6% | +25.4% | -58.0% | -35.3% |
| All | -83.4% | +30.7% | -114.1% | -83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling