+124.5%
COST vs BBWI
-67.6%
+192.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +12.8% | +12.9% | -0.1% | +11.4% |
| 3M | +15.2% | +16.0% | -0.8% | +13.1% |
| 6M | +7.4% | +16.6% | -9.2% | +5.0% |
| YTD | +29.0% | +9.7% | +19.3% | +26.2% |
| 1Y | +20.3% | +1.5% | +18.8% | +18.0% |
| 3Y | +99.0% | -21.4% | +120.3% | +92.9% |
| All | +124.5% | -67.6% | +192.1% | +167.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling