-46.8%
COIW vs SPY
+27.4%
-74.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | -0.5% |
| 7D | -6.2% | -0.8% | -5.4% | -4.1% |
| 30D | +20.2% | -1.1% | +21.2% | +24.5% |
| 3M | +9.0% | +3.9% | +5.2% | -1.1% |
| 6M | -17.7% | +13.6% | -31.3% | -40.8% |
| YTD | -30.2% | +12.7% | -42.9% | -47.3% |
| 1Y | -56.2% | +17.5% | -73.7% | -69.4% |
| All | -46.8% | +27.4% | -74.2% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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