+606.1%
COST vs BWA
+156.8%
+449.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | -4.7% | -2.9% | -1.8% | -4.4% |
| 3M | -7.1% | -10.7% | +3.6% | -5.8% |
| 6M | -8.5% | +26.5% | -35.0% | -12.4% |
| YTD | +5.4% | +49.1% | -43.7% | -2.4% |
| 1Y | -5.6% | +52.1% | -57.7% | -13.0% |
| 3Y | +68.5% | +72.6% | -4.1% | +49.5% |
| 5Y | +105.2% | +89.4% | +15.8% | +75.9% |
| All | +606.1% | +156.8% | +449.3% | +456.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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