-45.3%
COIW vs VT
+33.6%
-79.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.1% |
| 7D | +1.5% | +1.0% | +0.5% | -1.1% |
| 30D | +19.3% | -0.2% | +19.5% | +21.0% |
| 3M | +10.9% | +4.5% | +6.3% | -1.7% |
| 6M | -14.5% | +14.1% | -28.5% | -41.2% |
| YTD | -28.3% | +14.8% | -43.0% | -50.2% |
| 1Y | -51.0% | +21.2% | -72.2% | -70.1% |
| All | -45.3% | +33.6% | -79.0% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling