+606.1%
COST vs EWT
+523.5%
+82.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | -0.3% |
| 7D | -1.2% | -1.1% | -0.1% | -0.9% |
| 30D | -4.7% | +4.5% | -9.2% | -6.0% |
| 3M | -7.1% | +8.3% | -15.4% | -10.1% |
| 6M | -8.5% | +54.2% | -62.8% | -22.9% |
| YTD | +5.4% | +74.6% | -69.2% | -15.5% |
| 1Y | -5.6% | +84.9% | -90.5% | -26.3% |
| 3Y | +68.5% | +197.5% | -129.0% | +5.3% |
| 5Y | +105.2% | +150.6% | -45.3% | +36.5% |
| All | +606.1% | +523.5% | +82.5% | +235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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