-82.4%
FRMI vs WST
+28.2%
-110.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.7% | +12.2% | +11.4% |
| 7D | +23.3% | -0.3% | +23.6% | +23.3% |
| 30D | -7.6% | -4.6% | -3.0% | -8.8% |
| 3M | +0.2% | +5.7% | -5.5% | +0.9% |
| 6M | -28.7% | +37.6% | -66.3% | -26.7% |
| YTD | -28.6% | +23.0% | -51.7% | -31.8% |
| All | -82.4% | +28.2% | -110.7% | -82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling