+760.6%
COST vs SW
+182.3%
+578.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.0% |
| 7D | +3.9% | -2.6% | +6.5% | +4.1% |
| 30D | +13.5% | +7.2% | +6.3% | +13.2% |
| 3M | +15.3% | -10.5% | +25.8% | +15.9% |
| 6M | +9.2% | +9.9% | -0.7% | +8.5% |
| YTD | +26.9% | +17.2% | +9.6% | +25.5% |
| 1Y | +19.7% | +26.5% | -6.8% | +17.9% |
| 3Y | +96.0% | +47.7% | +48.4% | +90.4% |
| 5Y | +124.0% | +0.2% | +123.8% | +118.0% |
| 10Y | +760.6% | +182.3% | +578.3% | +646.2% |
| All | +760.6% | +182.3% | +578.3% | +646.2% |
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