+117.4%
COIN vs WULF
+830.0%
-712.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.5% |
| 7D | -5.1% | +1.4% | -6.5% | -5.8% |
| 30D | +17.6% | -2.6% | +20.2% | +17.8% |
| 3M | +9.2% | -34.0% | +43.2% | +22.1% |
| 6M | -11.8% | +10.0% | -21.8% | -19.6% |
| YTD | -22.5% | +45.7% | -68.2% | -37.4% |
| 1Y | -45.9% | +57.3% | -103.2% | -59.0% |
| 3Y | +117.4% | +878.9% | -761.6% | -41.4% |
| All | +117.4% | +830.0% | -712.6% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 3y: compounded portfolio wealth divided by compounded WULF 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…
3y analysis · Full analysis span regression · 6 months rolling