-93.2%
FRMI vs WTW
+8.6%
-101.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +3.0% | -13.5% | -9.8% |
| 7D | -39.7% | +4.9% | -44.6% | -39.0% |
| 30D | -55.2% | +17.1% | -72.3% | -53.5% |
| 3M | -71.2% | -0.3% | -70.8% | -71.1% |
| 6M | -64.1% | +30.7% | -94.8% | -61.4% |
| YTD | -77.2% | +3.7% | -81.0% | -76.5% |
| 1Y | -93.2% | +5.9% | -99.0% | -93.1% |
| All | -93.2% | +8.6% | -101.8% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling