-46.8%
COIW vs VT
+32.8%
-79.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | -0.7% |
| 7D | -6.2% | -1.1% | -5.1% | -3.0% |
| 30D | +20.2% | -1.0% | +21.1% | +24.7% |
| 3M | +9.0% | +3.2% | +5.9% | +0.6% |
| 6M | -17.7% | +12.5% | -30.2% | -40.9% |
| YTD | -30.2% | +14.1% | -44.3% | -50.6% |
| 1Y | -56.2% | +18.9% | -75.1% | -71.8% |
| All | -46.8% | +32.8% | -79.6% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling