+120.6%
COST vs SW
-2.6%
+123.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +21.4% |
| 1Y | +14.7% | +27.1% | -12.3% | +12.9% |
| 3Y | +92.3% | +47.9% | +44.5% | +86.2% |
| All | +120.6% | -2.6% | +123.2% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling