-62.3%
FRMI vs WST
+31.9%
-94.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.4% | +14.2% | +13.7% |
| 7D | +34.6% | +4.9% | +29.8% | +36.2% |
| 30D | -44.6% | +10.7% | -55.3% | -40.8% |
| 3M | -72.9% | +16.8% | -89.7% | -69.5% |
| 6M | -62.3% | +32.0% | -94.3% | -48.8% |
| All | -62.3% | +31.9% | -94.2% | -48.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling