-46.8%
COIN vs W
-68.7%
+21.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.5% | -2.4% |
| 7D | -0.1% | +5.9% | -6.0% | -2.9% |
| 30D | +17.5% | -3.0% | +20.6% | +19.0% |
| 3M | +12.4% | +40.3% | -28.0% | -9.1% |
| 6M | -12.5% | +32.2% | -44.8% | -29.0% |
| YTD | -22.7% | -0.3% | -22.4% | -28.5% |
| 1Y | -45.2% | +16.2% | -61.4% | -54.8% |
| 3Y | +112.8% | +40.7% | +72.1% | +32.7% |
| 5Y | -31.9% | -62.3% | +30.5% | -37.9% |
| All | -46.8% | -68.7% | +21.9% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling