+7.2%
COST vs W
+84.1%
-76.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.3% |
| 7D | +2.5% | -1.7% | +4.2% | +2.4% |
| 30D | +14.6% | +3.2% | +11.3% | +14.7% |
| 3M | +15.2% | +8.3% | +6.9% | +15.6% |
| 6M | +7.2% | +84.3% | -77.1% | +14.2% |
| All | +7.2% | +84.1% | -76.9% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling