-84.3%
FRMI vs WU
-2.6%
-81.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.7% |
| 7D | +2.4% | -0.8% | +3.2% | +2.7% |
| 30D | -17.3% | -1.1% | -16.2% | -17.1% |
| 3M | -17.2% | -3.9% | -13.3% | -17.8% |
| 6M | -43.4% | -20.7% | -22.7% | -37.5% |
| YTD | -36.0% | -18.4% | -17.6% | -32.3% |
| All | -84.3% | -2.6% | -81.7% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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