+760.1%
COST vs SW
+177.1%
+583.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.3% |
| 7D | +5.0% | -2.9% | +7.9% | +5.1% |
| 30D | +12.8% | +5.0% | +7.8% | +12.6% |
| 3M | +15.2% | -13.7% | +28.8% | +15.9% |
| 6M | +7.4% | +8.0% | -0.6% | +6.8% |
| YTD | +29.0% | +14.0% | +15.1% | +27.8% |
| 1Y | +20.3% | +25.6% | -5.3% | +18.5% |
| 3Y | +99.0% | +40.1% | +58.9% | +93.7% |
| 5Y | +125.7% | -2.6% | +128.3% | +119.9% |
| All | +760.1% | +177.1% | +583.1% | +638.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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