+602.0%
COST vs WM
+305.2%
+296.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | -3.2% | -0.9% | -2.3% | -2.8% |
| 30D | -4.0% | -4.3% | +0.4% | -2.0% |
| 3M | -6.5% | +0.8% | -7.2% | -6.9% |
| 6M | -8.5% | -10.8% | +2.2% | -3.9% |
| YTD | +6.0% | -0.1% | +6.1% | +5.6% |
| 1Y | -5.8% | +1.0% | -6.8% | -6.9% |
| 3Y | +71.8% | +45.1% | +26.7% | +40.8% |
| 5Y | +106.2% | +52.1% | +54.1% | +64.1% |
| 10Y | +602.0% | +302.9% | +299.1% | +269.0% |
| All | +602.0% | +305.2% | +296.8% | +269.0% |
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