+107.7%
COST vs WBD
+6.4%
+101.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.3% |
| 7D | -1.2% | -0.7% | -0.5% | -1.1% |
| 30D | -4.7% | +1.4% | -6.1% | -4.8% |
| 3M | -7.1% | +4.4% | -11.5% | -7.5% |
| 6M | -8.5% | +0.8% | -9.4% | -8.6% |
| YTD | +5.4% | -2.7% | +8.1% | +5.5% |
| 1Y | -5.6% | +73.4% | -79.0% | -10.4% |
| 3Y | +68.5% | +142.1% | -73.7% | +50.9% |
| All | +107.7% | +6.4% | +101.3% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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