+11,743.1%
COST vs WM
+26,336.4%
-14,593.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -3.1% | -0.3% | -2.8% | -3.1% |
| 30D | -2.8% | -2.4% | -0.4% | -2.4% |
| 3M | -5.7% | +0.4% | -6.1% | -5.8% |
| 6M | -8.8% | -9.5% | +0.7% | -7.2% |
| YTD | +6.7% | +0.5% | +6.2% | +6.5% |
| 1Y | -3.6% | -1.1% | -2.6% | -3.6% |
| 3Y | +75.1% | +46.0% | +29.0% | +63.1% |
| 5Y | +108.9% | +51.8% | +57.1% | +93.3% |
| 10Y | +586.2% | +307.5% | +278.7% | +441.8% |
| All | +11,743.1% | +26,336.4% | -14,593.3% | +7,411.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling