+3,286.3%
COST vs WCC
+1,713.7%
+1,572.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.6% |
| 7D | -3.1% | +4.5% | -7.6% | -3.8% |
| 30D | -2.8% | -5.8% | +3.0% | -2.1% |
| 3M | -5.7% | -3.7% | -2.0% | -5.7% |
| 6M | -8.8% | +23.1% | -31.8% | -12.5% |
| YTD | +6.7% | +44.2% | -37.5% | -0.1% |
| 1Y | -3.6% | +62.1% | -65.7% | -11.6% |
| 3Y | +75.1% | +121.1% | -46.0% | +48.7% |
| 5Y | +108.9% | +214.0% | -105.1% | +64.5% |
| 10Y | +586.2% | +472.8% | +113.4% | +363.0% |
| All | +3,286.3% | +1,713.7% | +1,572.6% | +1,509.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling