+606.1%
COST vs WSM
+1,071.8%
-465.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -4.7% | -7.7% | +3.0% | -3.6% |
| 3M | -7.1% | +3.8% | -10.9% | -7.8% |
| 6M | -8.5% | +22.7% | -31.2% | -11.7% |
| YTD | +5.4% | +28.0% | -22.6% | +0.9% |
| 1Y | -5.6% | +12.7% | -18.4% | -8.1% |
| 3Y | +68.5% | +231.3% | -162.8% | +31.4% |
| 5Y | +105.2% | +177.2% | -71.9% | +60.0% |
| All | +606.1% | +1,071.8% | -465.7% | +321.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling