+117.4%
COIN vs BWA
+70.7%
+46.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.2% |
| 7D | -5.1% | -1.3% | -3.8% | -4.6% |
| 30D | +17.6% | -2.9% | +20.5% | +18.8% |
| 3M | +9.2% | -10.7% | +20.0% | +13.6% |
| 6M | -11.8% | +26.5% | -38.2% | -19.9% |
| YTD | -22.5% | +49.1% | -71.6% | -38.6% |
| 1Y | -45.9% | +52.1% | -98.0% | -57.9% |
| 3Y | +117.4% | +72.6% | +44.8% | +45.6% |
| All | +117.4% | +70.7% | +46.7% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling