-47.5%
COIN vs BWA
+71.3%
-118.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.8% |
| 7D | -10.6% | -0.1% | -10.5% | -10.6% |
| 30D | +16.0% | -5.5% | +21.4% | +19.7% |
| 3M | +11.9% | -7.6% | +19.5% | +16.6% |
| 6M | -12.3% | +25.0% | -37.3% | -25.5% |
| YTD | -23.8% | +47.0% | -70.8% | -46.2% |
| 1Y | -45.4% | +54.0% | -99.4% | -63.2% |
| 3Y | +109.9% | +70.7% | +39.2% | +24.6% |
| 5Y | -30.6% | +86.7% | -117.3% | -64.8% |
| All | -47.5% | +71.3% | -118.8% | -74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling