+68.1%
COST vs WAT
+53.4%
+14.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -2.8% | -1.8% | -1.0% | -2.7% |
| 30D | -5.3% | -1.7% | -3.6% | -5.2% |
| 3M | -6.7% | +9.1% | -15.7% | -7.3% |
| 6M | -9.9% | +32.4% | -42.4% | -12.3% |
| YTD | +5.1% | +6.6% | -1.4% | +4.5% |
| 1Y | -7.3% | +34.7% | -42.0% | -10.3% |
| All | +68.1% | +53.4% | +14.7% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling