+760.1%
COST vs W
+212.4%
+547.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | +12.8% | +6.8% | +6.0% | +12.1% |
| 3M | +15.2% | +10.7% | +4.5% | +14.0% |
| 6M | +7.4% | +86.3% | -78.9% | +1.1% |
| YTD | +29.0% | +11.5% | +17.6% | +25.8% |
| 1Y | +20.3% | +5.1% | +15.2% | +17.7% |
| 3Y | +99.0% | +171.0% | -72.0% | +71.4% |
| 5Y | +125.7% | -56.6% | +182.3% | +109.1% |
| All | +760.1% | +212.4% | +547.8% | +544.2% |
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