-46.6%
COIN vs WFC
+158.6%
-205.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.9% |
| 7D | -5.1% | +0.4% | -5.4% | -5.4% |
| 30D | +17.6% | +1.5% | +16.1% | +15.0% |
| 3M | +9.2% | +10.2% | -1.0% | -1.2% |
| 6M | -11.8% | +18.8% | -30.6% | -27.4% |
| YTD | -22.5% | -1.5% | -21.0% | -23.1% |
| 1Y | -45.9% | +13.5% | -59.4% | -53.5% |
| 3Y | +117.4% | +135.0% | -17.6% | +2.6% |
| 5Y | -29.4% | +130.1% | -159.5% | -63.3% |
| All | -46.6% | +158.6% | -205.2% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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