-47.5%
COIN vs WM
+73.6%
-121.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -10.6% | -3.1% | -7.5% | -10.1% |
| 30D | +16.0% | -5.3% | +21.3% | +17.0% |
| 3M | +11.9% | -4.2% | +16.1% | +12.2% |
| 6M | -12.3% | -8.1% | -4.3% | -11.3% |
| YTD | -23.8% | -1.4% | -22.4% | -24.6% |
| 1Y | -45.4% | +0.2% | -45.6% | -46.4% |
| 3Y | +109.9% | +43.1% | +66.8% | +68.0% |
| 5Y | -30.6% | +49.8% | -80.4% | -46.3% |
| All | -47.5% | +73.6% | -121.1% | -61.5% |
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