+243.1%
WDC vs FRMI
-78.1%
+321.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.3% |
| 7D | -4.3% | +7.4% | -11.7% | -5.6% |
| 30D | -1.5% | -27.6% | +26.1% | +3.5% |
| 3M | -15.5% | -20.9% | +5.4% | -13.5% |
| 6M | +66.5% | -36.6% | +103.1% | +74.1% |
| YTD | +159.9% | -31.3% | +191.1% | +166.8% |
| All | +243.1% | -78.1% | +321.2% | +289.2% |
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