-31.9%
COIN vs WM
+51.0%
-82.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.7% | -2.3% |
| 7D | -0.1% | -1.2% | +1.0% | +0.1% |
| 30D | +17.5% | -4.5% | +22.0% | +18.4% |
| 3M | +12.4% | -2.2% | +14.6% | +12.1% |
| 6M | -12.5% | -11.5% | -1.1% | -10.3% |
| YTD | -22.7% | -0.7% | -22.1% | -23.7% |
| 1Y | -45.2% | +0.3% | -45.5% | -46.1% |
| 3Y | +112.8% | +44.2% | +68.6% | +68.6% |
| 5Y | -31.9% | +51.6% | -83.5% | -48.8% |
| All | -31.9% | +51.0% | -82.9% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling