+69.5%
COST vs WMB
+147.6%
-78.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.9% |
| 7D | -3.2% | +0.8% | -4.0% | -3.3% |
| 30D | -4.0% | +7.7% | -11.7% | -5.0% |
| 3M | -6.5% | +6.7% | -13.2% | -7.5% |
| 6M | -8.5% | +3.6% | -12.2% | -9.1% |
| YTD | +6.0% | +28.0% | -22.0% | +2.2% |
| 1Y | -5.8% | +37.6% | -43.4% | -10.5% |
| All | +69.5% | +147.6% | -78.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 3y: compounded portfolio wealth divided by compounded WMB 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…
3y analysis · Full analysis span regression · 6 months rolling