+604.2%
COST vs W
+155.6%
+448.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.2% |
| 7D | -2.5% | +0.5% | -3.0% | -2.5% |
| 30D | -4.4% | -5.6% | +1.1% | -4.1% |
| 3M | -8.1% | +41.9% | -50.0% | -11.2% |
| 6M | -9.2% | +30.2% | -39.5% | -12.2% |
| YTD | +5.1% | -2.9% | +8.1% | +3.8% |
| 1Y | -5.1% | +11.6% | -16.7% | -7.9% |
| 3Y | +70.4% | +37.0% | +33.4% | +55.6% |
| 5Y | +104.7% | -62.8% | +167.5% | +92.1% |
| All | +604.2% | +155.6% | +448.6% | +438.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling