-58.9%
COIN vs SW
+10.9%
-69.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -6.1% | +2.3% | -8.4% | -6.8% |
| 30D | -24.5% | +6.8% | -31.3% | -26.2% |
| 3M | -7.3% | -5.2% | -2.1% | -5.8% |
| 6M | -31.9% | +7.4% | -39.4% | -34.2% |
| YTD | -40.4% | +17.4% | -57.8% | -45.2% |
| 1Y | -54.4% | +27.1% | -81.4% | -59.3% |
| 3Y | +56.0% | +47.9% | +8.2% | +34.1% |
| 5Y | -60.0% | -2.6% | -57.5% | -66.1% |
| All | -58.9% | +10.9% | -69.9% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling