-61.1%
COIN vs WM
+97.9%
-159.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -5.3% | +3.2% | -8.5% | -5.7% |
| 30D | -26.2% | +13.0% | -39.2% | -27.7% |
| 3M | -17.1% | +9.2% | -26.3% | -18.4% |
| 6M | -36.7% | +13.6% | -50.4% | -38.7% |
| YTD | -43.6% | +12.4% | -55.9% | -45.4% |
| 1Y | -54.9% | +21.2% | -76.1% | -57.6% |
| 3Y | +37.8% | +48.7% | -10.9% | +13.7% |
| 5Y | -62.8% | +61.9% | -124.7% | -71.2% |
| All | -61.1% | +97.9% | -159.0% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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