+749.2%
COST vs WM
+331.3%
+418.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.3% |
| 7D | +2.5% | +1.2% | +1.3% | +1.9% |
| 30D | +14.6% | +15.2% | -0.7% | +7.2% |
| 3M | +15.2% | +8.3% | +6.9% | +10.8% |
| 6M | +7.2% | +13.1% | -5.9% | +1.0% |
| YTD | +27.4% | +12.5% | +14.9% | +19.9% |
| 1Y | +20.2% | +21.8% | -1.6% | +8.9% |
| 3Y | +96.9% | +48.8% | +48.1% | +59.9% |
| 5Y | +122.8% | +62.1% | +60.7% | +72.0% |
| All | +749.2% | +331.3% | +418.0% | +321.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling