+124.5%
COST vs WM
+61.9%
+62.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +5.0% | +3.2% | +1.8% | +3.5% |
| 30D | +12.8% | +13.0% | -0.2% | +6.6% |
| 3M | +15.2% | +9.2% | +5.9% | +10.6% |
| 6M | +7.4% | +13.6% | -6.2% | +1.1% |
| YTD | +29.0% | +12.4% | +16.6% | +21.7% |
| 1Y | +20.3% | +21.2% | -0.9% | +9.4% |
| 3Y | +99.0% | +48.7% | +50.3% | +60.4% |
| All | +124.5% | +61.9% | +62.6% | +70.6% |
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