-95.3%
FRMI vs WST
+56.6%
-151.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.1% | -7.1% | -7.2% |
| 7D | -24.3% | +1.4% | -25.7% | -24.3% |
| 30D | -55.1% | +12.7% | -67.8% | -54.0% |
| 3M | -73.8% | +17.2% | -91.0% | -72.9% |
| 6M | -70.6% | +26.7% | -97.2% | -68.9% |
| YTD | -80.8% | +50.3% | -131.0% | -80.7% |
| 1Y | -93.9% | +50.2% | -144.1% | -93.9% |
| All | -95.3% | +56.6% | -151.9% | -95.1% |
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