+760.1%
COST vs WAT
+222.4%
+537.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +5.0% | +0.6% | +4.4% | +4.8% |
| 30D | +12.8% | +5.4% | +7.4% | +11.4% |
| 3M | +15.2% | +11.3% | +3.9% | +12.3% |
| 6M | +7.4% | +37.4% | -30.0% | -0.3% |
| YTD | +29.0% | +21.2% | +7.9% | +22.2% |
| 1Y | +20.3% | +21.3% | -1.1% | +13.8% |
| 3Y | +99.0% | +83.4% | +15.6% | +62.1% |
| 5Y | +125.7% | +29.0% | +96.7% | +100.1% |
| All | +760.1% | +222.4% | +537.7% | +517.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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