+2,843.4%
COST vs WBD
+288.3%
+2,555.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -2.8% | -1.7% | -1.1% | -2.6% |
| 30D | -5.3% | +3.9% | -9.1% | -5.8% |
| 3M | -6.7% | +5.1% | -11.7% | -7.4% |
| 6M | -9.9% | +0.6% | -10.5% | -10.1% |
| YTD | +5.1% | -3.2% | +8.3% | +5.4% |
| 1Y | -7.3% | +127.7% | -134.9% | -18.4% |
| 3Y | +70.4% | +146.6% | -76.2% | +42.1% |
| 5Y | +104.4% | +4.2% | +100.2% | +87.2% |
| 10Y | +609.0% | +13.7% | +595.3% | +473.6% |
| All | +2,843.4% | +288.3% | +2,555.1% | +1,487.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling