-46.6%
COIN vs WYNN
-30.2%
-16.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | -5.1% | -4.2% | -0.9% | -2.6% |
| 30D | +17.6% | -14.6% | +32.2% | +28.7% |
| 3M | +9.2% | -18.4% | +27.7% | +22.5% |
| 6M | -11.8% | -11.9% | +0.2% | -6.5% |
| YTD | -22.5% | -26.6% | +4.1% | -8.1% |
| 1Y | -45.9% | -28.5% | -17.4% | -35.4% |
| 3Y | +117.4% | -5.1% | +122.5% | +104.3% |
| 5Y | -29.4% | -10.5% | -18.9% | -43.4% |
| All | -46.6% | -30.2% | -16.4% | -55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling