-93.1%
FRMI vs WYNN
-31.7%
-61.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +6.1% | -16.6% | -11.8% |
| 7D | -39.7% | +15.4% | -55.1% | -42.3% |
| 30D | -55.2% | +6.8% | -61.9% | -55.8% |
| 3M | -71.2% | -15.4% | -55.8% | -69.4% |
| 6M | -64.1% | -20.0% | -44.1% | -61.7% |
| YTD | -77.2% | -31.0% | -46.2% | -74.4% |
| All | -93.1% | -31.7% | -61.5% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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