-58.5%
COIN vs SW
+10.8%
-69.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.9% | +3.4% |
| 7D | -10.1% | -2.6% | -7.5% | -9.2% |
| 30D | -24.5% | +7.2% | -31.7% | -26.3% |
| 3M | -8.3% | -10.5% | +2.2% | -5.0% |
| 6M | -37.1% | +9.9% | -47.0% | -39.7% |
| YTD | -39.7% | +17.2% | -57.0% | -44.6% |
| 1Y | -55.2% | +26.5% | -81.7% | -60.0% |
| 3Y | +46.7% | +47.7% | -1.0% | +26.1% |
| 5Y | -59.5% | +0.2% | -59.7% | -65.5% |
| All | -58.5% | +10.8% | -69.3% | -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