+117.4%
COIN vs WDAY
-25.7%
+143.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -5.1% | -5.2% | +0.1% | -3.3% |
| 30D | +17.6% | +5.9% | +11.7% | +14.6% |
| 3M | +9.2% | +42.3% | -33.0% | -5.7% |
| 6M | -11.8% | +34.7% | -46.5% | -23.2% |
| YTD | -22.5% | -13.5% | -9.0% | -18.9% |
| 1Y | -45.9% | -18.1% | -27.8% | -42.2% |
| 3Y | +117.4% | -26.4% | +143.8% | +116.1% |
| All | +117.4% | -25.7% | +143.1% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 3y: compounded portfolio wealth divided by compounded WDAY 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…
3y analysis · Full analysis span regression · 6 months rolling