-93.2%
FRMI vs WWD
+27.2%
-120.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -1.9% | -8.7% | -9.8% |
| 7D | -39.7% | +7.3% | -47.1% | -41.7% |
| 30D | -55.2% | -2.0% | -53.2% | -54.7% |
| 3M | -71.2% | -12.6% | -58.6% | -69.5% |
| 6M | -64.1% | -8.4% | -55.7% | -62.5% |
| YTD | -77.2% | +8.2% | -85.5% | -78.7% |
| 1Y | -93.2% | +26.5% | -119.7% | -94.2% |
| All | -93.2% | +27.2% | -120.4% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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