-43.8%
COIN vs WM
+77.0%
-120.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.0% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | +23.2% | -2.4% | +25.6% | +23.6% |
| 3M | +12.5% | +0.4% | +12.1% | +11.5% |
| 6M | -11.6% | -9.5% | -2.1% | -9.9% |
| YTD | -18.4% | +0.5% | -18.9% | -19.5% |
| 1Y | -39.8% | -1.1% | -38.7% | -40.4% |
| 3Y | +136.7% | +46.0% | +90.7% | +88.9% |
| 5Y | -33.7% | +51.8% | -85.5% | -48.7% |
| All | -43.8% | +77.0% | -120.7% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling