-61.9%
COIN vs SW
-1.7%
-60.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.3% |
| 7D | -4.5% | -3.0% | -1.5% | -3.3% |
| 30D | -28.1% | +4.2% | -32.3% | -29.4% |
| 3M | -12.3% | -11.5% | -0.8% | -8.2% |
| 6M | -37.1% | +8.6% | -45.7% | -39.9% |
| YTD | -42.2% | +15.0% | -57.2% | -47.4% |
| 1Y | -57.0% | +25.7% | -82.7% | -62.5% |
| 3Y | +40.6% | +44.8% | -4.2% | +15.8% |
| 5Y | -61.9% | -1.7% | -60.2% | -68.6% |
| All | -61.9% | -1.7% | -60.2% | -68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling