+11.9%
COST vs W
+21.5%
-9.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.0% | -8.3% | +2.9% |
| 7D | +6.6% | +8.4% | -1.7% | +6.8% |
| 30D | +13.5% | +16.5% | -3.0% | +13.9% |
| 3M | +10.6% | +6.4% | +4.1% | +10.7% |
| 6M | +3.6% | +90.5% | -86.9% | +5.9% |
| YTD | +22.1% | +23.1% | -1.0% | +25.8% |
| 1Y | +11.9% | +24.3% | -12.4% | +15.0% |
| All | +11.9% | +21.5% | -9.6% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling