-83.0%
FRMI vs WST
+27.9%
-110.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -2.9% | -3.2% |
| 7D | +15.9% | -1.7% | +17.6% | +15.5% |
| 30D | -6.0% | -4.3% | -1.6% | -7.0% |
| 3M | -1.6% | +0.7% | -2.3% | -1.5% |
| 6M | -30.7% | +36.0% | -66.7% | -28.9% |
| YTD | -30.9% | +22.7% | -53.6% | -34.0% |
| All | -83.0% | +27.9% | -110.9% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling