+11,573.1%
COST vs WSM
+34,771.0%
-23,197.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -2.8% | +2.6% | -5.4% | -3.2% |
| 30D | -5.3% | -9.3% | +4.0% | -3.6% |
| 3M | -6.7% | +7.1% | -13.8% | -8.0% |
| 6M | -9.9% | +21.7% | -31.7% | -13.6% |
| YTD | +5.1% | +28.7% | -23.6% | -0.4% |
| 1Y | -7.3% | +13.9% | -21.1% | -10.4% |
| 3Y | +70.4% | +232.2% | -161.8% | +29.3% |
| 5Y | +104.4% | +176.4% | -72.0% | +56.6% |
| 10Y | +609.0% | +1,072.4% | -463.4% | +283.2% |
| All | +11,573.1% | +34,771.0% | -23,197.9% | +2,718.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling