+113.2%
WDC vs FRMI
-93.1%
+206.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -10.6% | +3.8% | -4.5% |
| 7D | -18.3% | -39.7% | +21.4% | -9.2% |
| 30D | -26.7% | -55.2% | +28.5% | -14.2% |
| 3M | -40.9% | -71.2% | +30.2% | -25.6% |
| 6M | -26.8% | -64.1% | +37.4% | -14.0% |
| YTD | +88.2% | -77.2% | +165.4% | +140.2% |
| 1Y | +113.2% | -93.2% | +206.4% | +267.2% |
| All | +113.2% | -93.1% | +206.3% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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