+11,743.1%
COST vs BBWI
+1,034.6%
+10,708.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.7% |
| 7D | -3.1% | +1.5% | -4.7% | -3.5% |
| 30D | -2.8% | -5.2% | +2.4% | -2.0% |
| 3M | -5.7% | +11.1% | -16.8% | -8.8% |
| 6M | -8.8% | -13.4% | +4.6% | -7.9% |
| YTD | +6.7% | +0.1% | +6.6% | +3.6% |
| 1Y | -3.6% | -36.1% | +32.5% | +2.0% |
| 3Y | +75.1% | -44.1% | +119.2% | +80.7% |
| 5Y | +108.9% | -66.2% | +175.1% | +131.9% |
| 10Y | +586.2% | -54.8% | +640.9% | +482.3% |
| All | +11,743.1% | +1,034.6% | +10,708.4% | +2,258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling