+107.7%
COST vs GWW
+222.0%
-114.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -1.2% | -3.4% | +2.2% | -0.1% |
| 30D | -4.7% | -1.9% | -2.8% | -4.2% |
| 3M | -7.1% | -2.4% | -4.7% | -6.7% |
| 6M | -8.5% | +15.7% | -24.3% | -13.2% |
| YTD | +5.4% | +27.6% | -22.2% | -3.7% |
| 1Y | -5.6% | +27.2% | -32.8% | -13.9% |
| 3Y | +68.5% | +89.7% | -21.2% | +27.1% |
| All | +107.7% | +222.0% | -114.3% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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