+767.5%
COST vs SW
+182.7%
+584.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | +4.1% | +2.3% | +1.8% | +4.0% |
| 30D | +12.0% | +6.8% | +5.2% | +11.6% |
| 3M | +11.2% | -5.2% | +16.4% | +11.4% |
| 6M | +6.1% | +7.4% | -1.3% | +5.6% |
| YTD | +22.9% | +17.4% | +5.5% | +21.5% |
| 1Y | +14.7% | +27.1% | -12.3% | +13.0% |
| 3Y | +92.3% | +47.9% | +44.5% | +86.8% |
| 5Y | +116.6% | -2.6% | +119.2% | +111.0% |
| All | +767.5% | +182.7% | +584.8% | +662.2% |
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