-15.9%
COIN vs WETO
-99.4%
+83.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.2% | +1.7% |
| 7D | -5.1% | -4.3% | -0.8% | -5.1% |
| 30D | +17.6% | -39.9% | +57.5% | +20.2% |
| 3M | +9.2% | -97.9% | +107.1% | +25.5% |
| 6M | -11.8% | -95.0% | +83.3% | -4.1% |
| YTD | -22.5% | -97.2% | +74.7% | -14.2% |
| 1Y | -45.9% | -98.9% | +53.0% | -38.5% |
| All | -15.9% | -99.4% | +83.5% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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