+110.2%
COST vs WM
+52.1%
+58.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -2.8% | -2.4% | -0.4% | -1.7% |
| 3M | -5.7% | +0.4% | -6.1% | -6.0% |
| 6M | -8.8% | -9.5% | +0.7% | -4.9% |
| YTD | +6.7% | +0.5% | +6.2% | +5.9% |
| 1Y | -3.6% | -1.1% | -2.6% | -3.8% |
| 3Y | +75.1% | +46.0% | +29.0% | +41.5% |
| All | +110.2% | +52.1% | +58.1% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling