-5.9%
COST vs WAT
+36.1%
-42.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -2.5% | -2.9% | +0.4% | -2.6% |
| 30D | -4.4% | -3.2% | -1.2% | -4.5% |
| 3M | -8.1% | +10.6% | -18.7% | -7.8% |
| 6M | -9.2% | +34.0% | -43.3% | -9.3% |
| YTD | +5.1% | +5.7% | -0.6% | +5.4% |
| All | -5.9% | +36.1% | -42.0% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling