-46.6%
COIN vs W
-69.2%
+22.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | -5.1% | -0.9% | -4.2% | -4.7% |
| 30D | +17.6% | -4.2% | +21.8% | +19.8% |
| 3M | +9.2% | +26.9% | -17.6% | -6.7% |
| 6M | -11.8% | +31.2% | -43.0% | -28.1% |
| YTD | -22.5% | -1.8% | -20.7% | -27.7% |
| 1Y | -45.9% | +9.3% | -55.2% | -54.0% |
| 3Y | +117.4% | +33.2% | +84.2% | +39.9% |
| 5Y | -29.4% | -62.4% | +33.0% | -35.5% |
| All | -46.6% | -69.2% | +22.6% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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