-27.8%
COIN vs WST
-23.9%
-3.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.5% |
| 7D | -5.1% | +1.8% | -6.9% | -5.8% |
| 30D | +17.6% | -1.7% | +19.3% | +18.4% |
| 3M | +9.2% | +4.9% | +4.4% | +7.1% |
| 6M | -11.8% | +45.5% | -57.3% | -24.8% |
| YTD | -22.5% | +26.1% | -48.6% | -30.2% |
| 1Y | -45.9% | +31.7% | -77.6% | -52.5% |
| 3Y | +117.4% | -12.1% | +129.5% | +107.7% |
| All | -27.8% | -23.9% | -3.9% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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