-83.1%
FRMI vs WTW
-7.8%
-75.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.1% |
| 7D | +7.4% | -5.7% | +13.1% | +5.6% |
| 30D | -27.6% | -7.3% | -20.4% | -29.3% |
| 3M | -20.9% | +21.5% | -42.3% | -13.9% |
| 6M | -36.6% | +9.6% | -46.2% | -33.2% |
| YTD | -31.3% | -3.3% | -28.0% | -33.0% |
| All | -83.1% | -7.8% | -75.3% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling