+606.1%
COST vs BBWI
-55.0%
+661.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.2% | -0.3% |
| 7D | -1.2% | -4.8% | +3.6% | -0.8% |
| 30D | -4.7% | +3.5% | -8.2% | -5.1% |
| 3M | -7.1% | -0.3% | -6.8% | -7.4% |
| 6M | -8.5% | -5.4% | -3.2% | -8.8% |
| YTD | +5.4% | -4.7% | +10.1% | +4.8% |
| 1Y | -5.6% | -30.5% | +24.8% | -3.9% |
| 3Y | +68.5% | -44.3% | +112.8% | +71.4% |
| 5Y | +105.2% | -66.9% | +172.1% | +115.1% |
| All | +606.1% | -55.0% | +661.0% | +632.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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