-47.5%
COIN vs BBWI
-62.6%
+15.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | -10.6% | -8.0% | -2.6% | -7.3% |
| 30D | +16.0% | -6.6% | +22.6% | +18.0% |
| 3M | +11.9% | -2.7% | +14.6% | +10.1% |
| 6M | -12.3% | -12.8% | +0.4% | -10.6% |
| YTD | -23.8% | -10.5% | -13.3% | -23.9% |
| 1Y | -45.4% | -35.3% | -10.0% | -37.2% |
| 3Y | +109.9% | -47.7% | +157.6% | +145.2% |
| 5Y | -30.6% | -68.9% | +38.3% | -0.3% |
| All | -47.5% | -62.6% | +15.0% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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