-64.1%
COIW vs VT
+29.3%
-93.4%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.1% |
| 7D | -6.5% | +2.4% | -8.8% | -12.8% |
| 30D | -31.0% | -1.5% | -29.5% | -26.8% |
| 3M | -21.7% | -4.1% | -17.6% | -9.3% |
| 6M | -44.7% | +0.6% | -45.2% | -43.8% |
| YTD | -52.8% | +11.0% | -63.9% | -63.3% |
| 1Y | -64.4% | +13.3% | -77.7% | -73.8% |
| All | -64.1% | +29.3% | -93.4% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling