-83.4%
FRMI vs WWD
+33.6%
-117.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.1% | -2.0% |
| 7D | +10.9% | -2.9% | +13.8% | +11.9% |
| 30D | -24.3% | -6.6% | -17.7% | -22.6% |
| 3M | -21.8% | -9.3% | -12.5% | -18.2% |
| 6M | -33.0% | -13.6% | -19.4% | -30.3% |
| YTD | -32.6% | +10.4% | -43.0% | -34.8% |
| All | -83.4% | +33.6% | -117.0% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling