+585.8%
COST vs SW
+147.8%
+438.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.1% |
| 7D | -3.1% | -5.1% | +1.9% | -2.9% |
| 30D | -2.8% | -4.6% | +1.8% | -2.6% |
| 3M | -5.7% | +9.4% | -15.1% | -6.2% |
| 6M | -8.8% | +3.5% | -12.3% | -9.1% |
| YTD | +6.7% | +22.0% | -15.4% | +5.3% |
| 1Y | -3.6% | +2.2% | -5.9% | -4.1% |
| 3Y | +75.1% | +19.6% | +55.5% | +71.6% |
| 5Y | +108.9% | -2.3% | +111.2% | +103.5% |
| All | +585.8% | +147.8% | +438.0% | +517.5% |
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