-5.9%
COST vs BWA
+53.4%
-59.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -4.4% | -5.5% | +1.0% | -4.6% |
| 3M | -8.1% | -7.6% | -0.5% | -8.0% |
| 6M | -9.2% | +25.0% | -34.2% | -9.7% |
| YTD | +5.1% | +47.0% | -41.8% | +3.4% |
| All | -5.9% | +53.4% | -59.2% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling