+21.2%
OUST vs WYNN
-32.5%
+53.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +6.1% | +9.7% | +14.0% |
| 7D | -0.2% | +15.4% | -15.6% | -3.6% |
| 30D | -24.0% | +6.8% | -30.7% | -25.0% |
| 3M | -29.9% | -15.4% | -14.5% | -26.1% |
| 6M | +19.1% | -20.0% | +39.1% | +27.2% |
| YTD | +55.0% | -31.0% | +86.0% | +75.1% |
| 1Y | +21.2% | -31.5% | +52.6% | +30.8% |
| All | +21.2% | -32.5% | +53.6% | +30.8% |
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