+270.0%
WDC vs FRMI
-78.0%
+348.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.6% |
| 7D | +7.5% | +15.9% | -8.5% | +4.6% |
| 30D | +10.1% | -6.0% | +16.0% | +9.8% |
| 3M | -6.8% | -1.6% | -5.2% | -8.2% |
| 6M | +84.1% | -30.7% | +114.8% | +89.3% |
| YTD | +180.3% | -30.9% | +211.1% | +187.5% |
| All | +270.0% | -78.0% | +348.0% | +319.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling