+809.6%
COST vs W
+176.2%
+633.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.2% |
| 7D | -3.1% | -4.2% | +1.0% | -2.9% |
| 30D | -2.8% | -7.6% | +4.8% | -2.3% |
| 3M | -5.7% | +37.2% | -42.8% | -8.5% |
| 6M | -8.8% | +26.3% | -35.1% | -11.3% |
| YTD | +6.7% | -1.0% | +7.6% | +5.2% |
| 1Y | -3.6% | +20.1% | -23.7% | -6.9% |
| 3Y | +75.1% | +37.8% | +37.3% | +61.0% |
| 5Y | +108.9% | -63.7% | +172.6% | +96.9% |
| 10Y | +586.2% | +156.3% | +429.8% | +444.1% |
| All | +809.6% | +176.2% | +633.4% | +605.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling