-46.6%
COIN vs BWA
+73.8%
-120.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +0.8% |
| 7D | -5.1% | -1.3% | -3.8% | -4.3% |
| 30D | +17.6% | -2.9% | +20.5% | +19.5% |
| 3M | +9.2% | -10.7% | +20.0% | +16.3% |
| 6M | -11.8% | +26.5% | -38.2% | -25.6% |
| YTD | -22.5% | +49.1% | -71.6% | -45.8% |
| 1Y | -45.9% | +52.1% | -98.0% | -63.1% |
| 3Y | +117.4% | +72.6% | +44.8% | +28.4% |
| 5Y | -29.4% | +89.4% | -118.8% | -64.5% |
| All | -46.6% | +73.8% | -120.4% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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