+6.0%
WMT vs FRMI
-79.6%
+85.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.1% |
| 7D | +3.9% | +2.4% | +1.5% | +4.0% |
| 30D | -4.4% | -17.3% | +12.9% | -4.6% |
| 3M | -8.8% | -17.2% | +8.4% | -8.9% |
| 6M | -15.6% | -43.4% | +27.7% | -15.9% |
| YTD | -3.2% | -36.0% | +32.8% | -3.2% |
| All | +6.0% | -79.6% | +85.6% | +2.6% |
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