+28.5%
OUST vs WYNN
-26.4%
+54.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | -3.9% | +9.1% | +6.9% |
| 30D | -19.3% | -9.3% | -10.0% | -15.9% |
| 3M | -22.6% | -11.4% | -11.2% | -18.8% |
| 6M | +62.8% | -11.0% | +73.7% | +68.9% |
| YTD | +68.3% | -23.4% | +91.7% | +91.6% |
| 1Y | +28.5% | -24.8% | +53.4% | +36.4% |
| All | +28.5% | -26.4% | +54.9% | +36.4% |
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