-46.6%
COIN vs WSM
+187.7%
-234.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.1% |
| 7D | -5.1% | -0.5% | -4.6% | -4.8% |
| 30D | +17.6% | -7.7% | +25.3% | +23.0% |
| 3M | +9.2% | +3.8% | +5.5% | +5.9% |
| 6M | -11.8% | +22.7% | -34.4% | -23.5% |
| YTD | -22.5% | +28.0% | -50.5% | -34.4% |
| 1Y | -45.9% | +12.7% | -58.6% | -50.9% |
| 3Y | +117.4% | +231.3% | -113.9% | -22.7% |
| 5Y | -29.4% | +177.2% | -206.6% | -74.4% |
| All | -46.6% | +187.7% | -234.3% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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