-84.3%
FRMI vs WWD
+39.0%
-123.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.3% | +5.0% |
| 7D | +2.4% | +1.3% | +1.1% | +2.0% |
| 30D | -17.3% | -7.2% | -10.1% | -15.2% |
| 3M | -17.2% | -3.8% | -13.3% | -15.7% |
| 6M | -43.4% | -9.9% | -33.5% | -41.9% |
| YTD | -36.0% | +14.8% | -50.8% | -38.9% |
| All | -84.3% | +39.0% | -123.3% | -84.2% |
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