-46.6%
COIN vs NWSA
+18.0%
-64.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | -5.1% | -2.8% | -2.3% | -2.1% |
| 30D | +17.6% | +3.0% | +14.6% | +14.1% |
| 3M | +9.2% | +12.3% | -3.1% | -5.1% |
| 6M | -11.8% | +21.9% | -33.6% | -31.0% |
| YTD | -22.5% | +13.6% | -36.1% | -35.1% |
| 1Y | -45.9% | +0.5% | -46.4% | -48.2% |
| 3Y | +117.4% | +43.8% | +73.6% | +37.5% |
| 5Y | -29.4% | +41.2% | -70.6% | -55.8% |
| All | -46.6% | +18.0% | -64.6% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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