-92.0%
FRMI vs WWD
+32.4%
-124.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | -0.6% | +27.3% | +26.9% |
| 7D | +66.2% | +4.0% | +62.3% | +63.5% |
| 30D | -17.4% | +0.4% | -17.8% | -17.3% |
| 3M | -60.5% | -7.9% | -52.5% | -59.2% |
| 6M | -56.5% | -10.6% | -45.9% | -54.4% |
| YTD | -67.4% | +9.4% | -76.8% | -68.2% |
| 1Y | -85.1% | +25.7% | -110.8% | -85.7% |
| All | -92.0% | +32.4% | -124.4% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling