-83.1%
FRMI vs WWD
+35.4%
-118.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.7% | +1.6% |
| 7D | +7.4% | -2.6% | +10.0% | +8.3% |
| 30D | -27.6% | -6.9% | -20.7% | -25.9% |
| 3M | -20.9% | -13.0% | -7.8% | -16.3% |
| 6M | -36.6% | -12.5% | -24.1% | -34.3% |
| YTD | -31.3% | +11.8% | -43.1% | -33.8% |
| All | -83.1% | +35.4% | -118.5% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling