+104.7%
COST vs WEC
+30.3%
+74.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -2.5% | -1.3% | -1.2% | -2.1% |
| 30D | -4.4% | -0.4% | -4.1% | -4.3% |
| 3M | -8.1% | -6.8% | -1.3% | -6.1% |
| 6M | -9.2% | -6.4% | -2.9% | -7.5% |
| YTD | +5.1% | +2.5% | +2.6% | +4.2% |
| 1Y | -5.1% | -0.4% | -4.7% | -5.2% |
| 3Y | +70.4% | +38.5% | +31.8% | +52.5% |
| 5Y | +104.7% | +31.7% | +73.0% | +89.2% |
| All | +104.7% | +30.3% | +74.4% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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