+604.2%
COST vs WST
+341.6%
+262.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -4.4% | -2.0% | -2.4% | -4.1% |
| 3M | -8.1% | +4.1% | -12.2% | -8.9% |
| 6M | -9.2% | +47.4% | -56.7% | -15.8% |
| YTD | +5.1% | +25.4% | -20.3% | +0.2% |
| 1Y | -5.1% | +35.3% | -40.4% | -11.2% |
| 3Y | +70.4% | -11.7% | +82.0% | +66.3% |
| 5Y | +104.7% | -24.0% | +128.7% | +103.7% |
| All | +604.2% | +341.6% | +262.6% | +351.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling