+106.1%
COST vs WMB
+289.3%
-183.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.0% |
| 7D | -3.2% | +0.8% | -4.0% | -3.3% |
| 30D | -4.0% | +7.7% | -11.7% | -5.4% |
| 3M | -6.5% | +6.7% | -13.2% | -7.8% |
| 6M | -8.5% | +3.6% | -12.2% | -9.4% |
| YTD | +6.0% | +28.0% | -22.0% | +0.6% |
| 1Y | -5.8% | +37.6% | -43.4% | -12.2% |
| 3Y | +71.8% | +149.0% | -77.2% | +38.0% |
| All | +106.1% | +289.3% | -183.2% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling