-27.8%
COIN vs WYNN
-11.0%
-16.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | -5.1% | -4.2% | -0.9% | -2.5% |
| 30D | +17.6% | -14.6% | +32.2% | +29.3% |
| 3M | +9.2% | -18.4% | +27.7% | +23.3% |
| 6M | -11.8% | -11.9% | +0.2% | -6.2% |
| YTD | -22.5% | -26.6% | +4.1% | -7.3% |
| 1Y | -45.9% | -28.5% | -17.4% | -34.9% |
| 3Y | +117.4% | -5.1% | +122.5% | +102.2% |
| All | -27.8% | -11.0% | -16.8% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling