+107.7%
COST vs W
-62.2%
+169.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | +0.2% |
| 7D | -1.2% | -0.9% | -0.3% | -1.1% |
| 30D | -4.7% | -4.2% | -0.5% | -4.5% |
| 3M | -7.1% | +26.9% | -34.0% | -9.5% |
| 6M | -8.5% | +31.2% | -39.8% | -11.6% |
| YTD | +5.4% | -1.8% | +7.2% | +4.1% |
| 1Y | -5.6% | +9.3% | -14.9% | -8.3% |
| 3Y | +68.5% | +33.2% | +35.3% | +53.7% |
| All | +107.7% | -62.2% | +169.9% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling