-58.5%
COIN vs SW
+11.2%
-69.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.3% | +1.8% | -3.1% | -1.8% |
| 30D | -24.1% | +7.0% | -31.2% | -25.9% |
| 3M | -11.4% | -7.6% | -3.8% | -9.2% |
| 6M | -32.3% | +8.5% | -40.9% | -34.9% |
| YTD | -39.8% | +17.7% | -57.5% | -44.7% |
| 1Y | -56.0% | +27.1% | -83.0% | -60.8% |
| 3Y | +46.6% | +48.2% | -1.6% | +25.9% |
| 5Y | -61.9% | -2.3% | -59.6% | -67.7% |
| All | -58.5% | +11.2% | -69.7% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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