+9.2%
WM vs FRMI
-93.8%
+103.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.0% |
| 7D | +1.2% | -39.8% | +41.1% | -0.9% |
| 30D | +13.1% | -60.5% | +73.5% | +9.2% |
| 3M | +3.6% | -74.6% | +78.3% | -1.4% |
| 6M | +8.1% | -71.8% | +79.8% | +3.8% |
| YTD | +8.9% | -80.4% | +89.3% | +4.2% |
| 1Y | +20.3% | -93.9% | +114.2% | +8.0% |
| All | +9.2% | -93.8% | +103.0% | -2.8% |
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 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