+606.1%
COST vs NWSA
+149.4%
+456.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.2% | -2.8% | +1.6% | -0.5% |
| 30D | -4.7% | +3.0% | -7.8% | -5.4% |
| 3M | -7.1% | +12.3% | -19.4% | -9.8% |
| 6M | -8.5% | +21.9% | -30.4% | -13.0% |
| YTD | +5.4% | +13.6% | -8.2% | +1.6% |
| 1Y | -5.6% | +0.5% | -6.1% | -6.4% |
| 3Y | +68.5% | +43.8% | +24.7% | +52.1% |
| 5Y | +105.2% | +41.2% | +64.1% | +82.5% |
| All | +606.1% | +149.4% | +456.7% | +428.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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