-43.8%
COIN vs SW
+15.3%
-59.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.4% | -4.6% |
| 7D | +3.4% | -5.1% | +8.5% | +5.1% |
| 30D | +23.2% | -4.6% | +27.8% | +25.2% |
| 3M | +12.5% | +9.4% | +3.1% | +8.5% |
| 6M | -11.6% | +3.5% | -15.1% | -13.8% |
| YTD | -18.4% | +22.0% | -40.4% | -25.8% |
| 1Y | -39.8% | +2.2% | -42.0% | -42.0% |
| 3Y | +136.7% | +19.6% | +117.2% | +113.7% |
| 5Y | -33.7% | -2.3% | -31.4% | -44.8% |
| All | -43.8% | +15.3% | -59.1% | -50.1% |
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