-27.8%
COIN vs WAT
-3.5%
-24.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | +0.1% | +0.8% |
| 7D | -5.1% | -0.3% | -4.8% | -4.9% |
| 30D | +17.6% | -1.9% | +19.5% | +19.0% |
| 3M | +9.2% | +13.5% | -4.3% | +2.0% |
| 6M | -11.8% | +37.2% | -49.0% | -26.6% |
| YTD | -22.5% | +7.5% | -30.0% | -26.8% |
| 1Y | -45.9% | +35.0% | -80.9% | -55.5% |
| 3Y | +117.4% | +55.1% | +62.3% | +41.8% |
| All | -27.8% | -3.5% | -24.4% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 5y: compounded portfolio wealth divided by compounded WAT 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…
5y analysis · Full analysis span regression · 6 months rolling