+266.2%
WDC vs FRMI
-77.3%
+343.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.5% | -9.4% | +0.1% |
| 7D | +6.0% | +23.3% | -17.3% | +2.1% |
| 30D | +9.9% | -7.6% | +17.5% | +10.1% |
| 3M | -9.4% | +0.2% | -9.6% | -11.0% |
| 6M | +94.7% | -28.7% | +123.4% | +99.3% |
| YTD | +177.4% | -28.6% | +206.0% | +182.9% |
| All | +266.2% | -77.3% | +343.5% | +312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling