+107.7%
COST vs EWT
+149.5%
-41.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.6% | -0.1% |
| 7D | -1.2% | -1.1% | -0.1% | -1.0% |
| 30D | -4.7% | +4.5% | -9.2% | -5.7% |
| 3M | -7.1% | +8.3% | -15.4% | -9.3% |
| 6M | -8.5% | +54.2% | -62.8% | -21.1% |
| YTD | +5.4% | +74.6% | -69.2% | -13.4% |
| 1Y | -5.6% | +84.9% | -90.5% | -24.4% |
| 3Y | +68.5% | +197.5% | -129.0% | +4.7% |
| All | +107.7% | +149.5% | -41.8% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling