+104.7%
COST vs BBWI
-69.5%
+174.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.1% |
| 7D | -2.5% | -8.0% | +5.5% | -1.7% |
| 30D | -4.4% | -6.6% | +2.2% | -3.9% |
| 3M | -8.1% | -2.7% | -5.4% | -8.2% |
| 6M | -9.2% | -12.8% | +3.5% | -8.7% |
| YTD | +5.1% | -10.5% | +15.6% | +5.1% |
| 1Y | -5.1% | -35.3% | +30.3% | -1.9% |
| 3Y | +70.4% | -47.7% | +118.1% | +74.5% |
| 5Y | +104.7% | -68.9% | +173.6% | +137.9% |
| All | +104.7% | -69.5% | +174.2% | +137.9% |
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