-62.4%
OUST vs WYNN
+27.1%
-89.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | -3.9% | +9.1% | +7.3% |
| 30D | -19.3% | -9.3% | -10.0% | -15.3% |
| 3M | -22.6% | -11.4% | -11.2% | -18.6% |
| 6M | +62.8% | -11.0% | +73.7% | +70.0% |
| YTD | +68.3% | -23.4% | +91.7% | +89.3% |
| 1Y | +28.5% | -24.8% | +53.4% | +45.4% |
| 3Y | +554.0% | -7.1% | +561.2% | +547.8% |
| 5Y | -56.2% | -5.4% | -50.8% | -61.2% |
| All | -62.4% | +27.1% | -89.6% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling