+104.7%
COST vs WCC
+211.6%
-106.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.3% |
| 7D | -2.5% | +1.7% | -4.2% | -2.7% |
| 30D | -4.4% | -6.1% | +1.6% | -3.9% |
| 3M | -8.1% | +3.1% | -11.2% | -8.9% |
| 6M | -9.2% | +28.2% | -37.5% | -13.2% |
| YTD | +5.1% | +41.1% | -36.0% | -1.0% |
| 1Y | -5.1% | +61.3% | -66.4% | -12.7% |
| 3Y | +70.4% | +123.6% | -53.3% | +42.2% |
| 5Y | +104.7% | +214.8% | -110.1% | +52.4% |
| All | +104.7% | +211.6% | -106.9% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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