-3.6%
COST vs WM
-0.9%
-2.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -2.8% | -2.4% | -0.4% | -2.0% |
| 3M | -5.7% | +0.4% | -6.1% | -5.7% |
| 6M | -8.8% | -9.5% | +0.7% | -6.8% |
| YTD | +6.7% | +0.5% | +6.2% | +6.6% |
| 1Y | -3.6% | -1.1% | -2.6% | -4.6% |
| All | -3.6% | -0.9% | -2.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling