-39.8%
COIN vs WAB
+48.2%
-88.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | +3.4% | -3.2% | +6.6% | +4.3% |
| 30D | +23.2% | -4.4% | +27.6% | +24.8% |
| 3M | +12.5% | +7.9% | +4.6% | +8.1% |
| 6M | -11.6% | +8.7% | -20.3% | -16.4% |
| YTD | -18.4% | +33.0% | -51.3% | -34.6% |
| 1Y | -39.8% | +46.7% | -86.5% | -54.4% |
| All | -39.8% | +48.2% | -88.0% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling