+606.1%
COST vs WAB
+296.8%
+309.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -4.7% | -4.1% | -0.6% | -4.0% |
| 3M | -7.1% | +8.2% | -15.3% | -8.7% |
| 6M | -8.5% | +15.4% | -23.9% | -11.4% |
| YTD | +5.4% | +33.1% | -27.8% | -0.7% |
| 1Y | -5.6% | +48.1% | -53.7% | -13.0% |
| 3Y | +68.5% | +167.7% | -99.2% | +38.2% |
| 5Y | +105.2% | +225.7% | -120.5% | +61.9% |
| All | +606.1% | +296.8% | +309.3% | +406.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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