+124.5%
COST vs WAB
+214.2%
-89.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +5.0% | +5.1% | -0.1% | +3.7% |
| 30D | +12.8% | +4.0% | +8.8% | +11.5% |
| 3M | +15.2% | +0.1% | +15.1% | +14.8% |
| 6M | +7.4% | +12.8% | -5.4% | +3.1% |
| YTD | +29.0% | +40.1% | -11.0% | +15.2% |
| 1Y | +20.3% | +46.4% | -26.1% | +5.8% |
| 3Y | +99.0% | +167.4% | -68.4% | +36.5% |
| All | +124.5% | +214.2% | -89.7% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling