+606.1%
COST vs ITW
+194.8%
+411.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.1% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | -4.7% | -8.3% | +3.6% | -1.7% |
| 3M | -7.1% | +6.0% | -13.1% | -9.2% |
| 6M | -8.5% | 0.0% | -8.5% | -9.0% |
| YTD | +5.4% | +10.2% | -4.8% | +1.0% |
| 1Y | -5.6% | +3.2% | -8.8% | -7.5% |
| 3Y | +68.5% | +21.0% | +47.5% | +53.2% |
| 5Y | +105.2% | +37.9% | +67.3% | +75.8% |
| All | +606.1% | +194.8% | +411.2% | +381.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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